On the policy improvement algorithm in continuous time (Q2974868)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the policy improvement algorithm in continuous time
scientific article

    Statements

    On the policy improvement algorithm in continuous time (English)
    0 references
    0 references
    0 references
    11 April 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic control in continuous time
    0 references
    policy improvement algorithm
    0 references
    general state space
    0 references
    general controls
    0 references
    0 references
    0 references
    0 references