Hölder continuity of the policy function approximation in the value function approximation (Q2457253)

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scientific article; zbMATH DE number 5206730
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    Hölder continuity of the policy function approximation in the value function approximation
    scientific article; zbMATH DE number 5206730

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      Hölder continuity of the policy function approximation in the value function approximation (English)
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      30 October 2007
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      Stochastic dynamic programming problem
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      estimation of the policy function
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