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 |
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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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