Pages that link to "Item:Q1283864"
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The following pages link to Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. (Q1283864):
Displayed 5 items.
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Mean value theorems for stochastic integrals (Q1872190) (← links)
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients (Q5481303) (← links)