Some Convergence Results for Howard's Algorithm (Q3584633)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Convergence Results for Howard's Algorithm |
scientific article |
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Some Convergence Results for Howard's Algorithm (English)
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30 August 2010
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Howard's algorithm (policy iterations)
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primal-dual active set algorithm
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semismooth Newton's method
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superlinear convergence
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double-obstacle problem
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min-max problem
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