Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions (Q5111071)
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scientific article; zbMATH DE number 7203559
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| English | Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions |
scientific article; zbMATH DE number 7203559 |
Statements
Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (English)
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26 May 2020
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policy improvement algorithm
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stochastic control
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backward stochastic differential equation
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0.7964210510253906
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0.7947638630867004
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0.7906708121299744
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0.7776660323143005
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0.775130569934845
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