On the convergence of policy iteration for controlled diffusions (Q1133515)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of policy iteration for controlled diffusions |
scientific article |
Statements
On the convergence of policy iteration for controlled diffusions (English)
0 references
1981
0 references
stochastic control theory
0 references
diffusion processes
0 references
policy iteration
0 references
Newton's method
0 references
convergence rates
0 references
