A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (Q5266528)

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scientific article; zbMATH DE number 6726203
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A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions''
scientific article; zbMATH DE number 6726203

    Statements

    A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (English)
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    7 June 2017
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    controlled diffusions
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    ergodic control
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    Hamilton-Jacobi-Bellman equation
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    relative value iteration
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    monotone dynamical systems
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