Some Convergence Results for Howard's Algorithm (Q3584633)

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Some Convergence Results for Howard's Algorithm
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    Some Convergence Results for Howard's Algorithm (English)
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    30 August 2010
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    Howard's algorithm (policy iterations)
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    primal-dual active set algorithm
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    semismooth Newton's method
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    superlinear convergence
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    double-obstacle problem
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    min-max problem
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