Pages that link to "Item:Q1133515"

The following pages link to On the convergence of policy iteration for controlled diffusions (Q1133515):

Displaying 10 items.

• Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• Rates of convergence for the policy iteration method for mean field games systems (Q831502) (← links)
• On the approximation of optimal stochastic controls (Q1168941) (← links)
• A mean field games model for finite mixtures of Bernoulli and categorical distributions (Q2246169) (← links)
• Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (Q2677936) (← links)
• Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians (Q2682356) (← links)
• A policy iteration method for mean field games (Q3383295) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
• The modified MSA, a gradient flow and convergence (Q6620074) (← links)