Iterative algorithms for solving undiscounted bellman equations
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Publication:3032902
DOI10.1080/01630569008816367zbMath0691.49032OpenAlexW2028212224MaRDI QIDQ3032902
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Publication date: 1990
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630569008816367
Numerical methods based on necessary conditions (49M05) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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