Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (Q686133): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q787011 |
Changed an Item |
||
Property / author | |||
Property / author: Floyd B. Hanson / rank | |||
Normal rank |
Revision as of 04:03, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints |
scientific article |
Statements
Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (English)
0 references
17 October 1993
0 references
Crank-Nicolson computer algorithm
0 references
Bellman equation
0 references
stochastic optimal control
0 references
Gaussian stochastic noise
0 references
Poisson noise
0 references