Stochastic control via direct comparison (Q633815)

From MaRDI portal
Revision as of 22:49, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stochastic control via direct comparison
scientific article

    Statements

    Stochastic control via direct comparison (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    30 March 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    dynamic programming
    0 references
    Markov decision processes
    0 references
    HJB equation
    0 references
    performance potentials
    0 references
    Poisson equation
    0 references
    perturbation analysis
    0 references
    sensitivity-based optimization
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references