Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs (Q5494866)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs |
scientific article; zbMATH DE number 6323008
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs |
scientific article; zbMATH DE number 6323008 |
Statements
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs (English)
0 references
30 July 2014
0 references
controlled diffusions
0 references
ergodic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
relative value iteration
0 references
parabolic Cauchy problem
0 references
0.8935532569885254
0 references
0.8389530181884766
0 references
0.8059009909629822
0 references
0.8053548336029053
0 references
