Pages that link to "Item:Q2974868"
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The following pages link to On the policy improvement algorithm in continuous time (Q2974868):
Displayed 5 items.
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- Extensions of the deep Galerkin method (Q2148058) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)