An optimal one-way multigrid algorithm for discrete-time stochastic control (Q3981753)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An optimal one-way multigrid algorithm for discrete-time stochastic control |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal one-way multigrid algorithm for discrete-time stochastic control |
scientific article |
Statements
An optimal one-way multigrid algorithm for discrete-time stochastic control (English)
0 references
26 June 1992
0 references
numerical solution
0 references
infinite-horizon discounted stochastic control problems
0 references
successive approximation algorithm
0 references
