Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems |
scientific article |
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Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (English)
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19 September 2019
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optimal control
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Bellman's equation
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error estimates
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piecewise constant policies
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