Pages that link to "Item:Q4198357"

The following pages link to On the Convergence of Policy Iteration in Stationary Dynamic Programming (Q4198357):

Displaying 44 items.

• (Approximate) iterated successive approximations algorithm for sequential decision processes (Q378751) (← links)
• A discrete Hughes model for pedestrian flow on graphs (Q515179) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• Rates of convergence for the policy iteration method for mean field games systems (Q831502) (← links)
• The variational calculus and approximation in policy space for Markovian decision processes (Q1068009) (← links)
• Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
• On the convergence of policy iteration for controlled diffusions (Q1133515) (← links)
• Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion (Q1206121) (← links)
• Numerical approximation of equations involving minimal/maximal operators by successive solution of obstacle problems (Q1639533) (← links)
• A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← 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)
• Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
• Continuous vs. discrete time: some computational insights (Q2102869) (← links)
• Multilevel techniques for the solution of HJB minimum-time control problems (Q2121153) (← links)
• A mean field games model for finite mixtures of Bernoulli and categorical distributions (Q2246169) (← links)
• The primal-dual active set method for a class of nonlinear problems with \(T\)-monotone operators (Q2298255) (← links)
• On linear and super-linear convergence of natural policy gradient algorithm (Q2670744) (← 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)
• Mathematical programming based debugging (Q2861570) (← links)
• A Fixed Point Approach to Undiscounted Markov Renewal Programs (Q3347663) (← links)
• A policy iteration method for mean field games (Q3383295) (← links)
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579) (← links)
• A semi-Lagrangian algorithm in policy space for hybrid optimal control problems (Q4646817) (← links)
• Multigrid methods for two‐player zero‐sum stochastic games (Q4921813) (← links)
• Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (Q4997370) (← links)
• Two-scale methods for convex envelopes (Q5018367) (← links)
• Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming (Q5043547) (← links)
• (Q5053310) (← links)
• Approximations and Optimal Control for State-Dependent Limited Processor Sharing Queues (Q5084505) (← links)
• Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats (Q5084512) (← links)
• Unique Tarski Fixed Points (Q5108236) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
• Recent Results in the Approximation of Nonlinear Optimal Control Problems (Q5116342) (← links)
• An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games (Q5264875) (← links)
• NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS (Q5483383) (← links)
• Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (Q6040292) (← 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)
• Approximating the stationary Bellman equation by hierarchical tensor products (Q6616995) (← links)
• Consistent smooth approximation of feedback laws for infinite horizon control problems with non-smooth value functions (Q6632963) (← links)