A successive approximation algorithm for stochastic control problems (Q1077372)

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A successive approximation algorithm for stochastic control problems
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    title
    A successive approximation algorithm for stochastic control problems (English)
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    author
    B. George
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    publication date
    1986
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    Mathematics Subject Classification ID
    93E20
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    49L20
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    93E25
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    35J15
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    35K10
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    60H10
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    65N22
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    90C39
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    49K45
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    zbMATH DE Number
    3956953
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    zbMATH Keywords
    successive approximation algorithm
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    Bellman equations
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    OpenAlex ID
    W2002348368
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