Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122)
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scientific article; zbMATH DE number 7107323
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| English | Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems |
scientific article; zbMATH DE number 7107323 |
Statements
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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0.8817316
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0.8796811
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0.8759529
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0.87315035
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0.87076986
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0.8699291
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0.86802137
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