Pages that link to "Item:Q4652513"

The following pages link to Convergence Properties of Policy Iteration (Q4652513):

Displaying 28 items.

• Rates of convergence for the policy iteration method for mean field games systems (Q831502) (← links)
• Policy iteration for continuous-time average reward Markov decision processes in Polish spaces (Q963139) (← links)
• Envelope condition method with an application to default risk models (Q1655746) (← links)
• A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← links)
• Optimal control of Boolean control networks with average cost: a policy iteration approach (Q1737667) (← links)
• Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion (Q1785336) (← links)
• Feedback control of parametrized PDEs via model order reduction and dynamic programming principle (Q1987746) (← links)
• Optimal consumption under uncertainty, liquidity constraints, and bounded rationality (Q1994382) (← links)
• Domain decomposition based parallel Howard's algorithm (Q1997066) (← links)
• A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
• Optimal price-threshold control for battery operation with aging phenomenon: a quasiconvex optimization approach (Q2095223) (← links)
• Continuous vs. discrete time: some computational insights (Q2102869) (← links)
• Multilevel techniques for the solution of HJB minimum-time control problems (Q2121153) (← links)
• Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
• A power penalty method for discrete HJB equations (Q2192989) (← links)
• Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
• Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
• The primal-dual active set method for a class of nonlinear problems with \(T\)-monotone operators (Q2298255) (← links)
• Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (Q2677936) (← links)
• Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians (Q2682356) (← links)
• A policy iteration method for mean field games (Q3383295) (← links)
• A semi-Lagrangian algorithm in policy space for hybrid optimal control problems (Q4646817) (← links)
• Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming (Q5043547) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
• A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs (Q5227201) (← links)
• An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games (Q5264875) (← links)
• Optimal polynomial feedback laws for finite horizon control problems (Q6072899) (← links)
• A note on generalized second-order value iteration in Markov decision processes (Q6145054) (← links)