On averaged control and iteration improvement for a class of multidimensional ergodic diffusions (Q6612910)
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scientific article; zbMATH DE number 7920794
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| English | On averaged control and iteration improvement for a class of multidimensional ergodic diffusions |
scientific article; zbMATH DE number 7920794 |
Statements
On averaged control and iteration improvement for a class of multidimensional ergodic diffusions (English)
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1 October 2024
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multidimensional ergodic controlled diffusions
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ergodic averaged control
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ergodic Bellman's equation
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Howard's iteration algorithm
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0.9482000470161438
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0.8718578219413757
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0.8350204229354858
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0.8263307213783264
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0.8217874765396118
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