On the convergence of policy iteration for controlled diffusions (Q1133515)
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scientific article; zbMATH DE number 3655836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of policy iteration for controlled diffusions |
scientific article; zbMATH DE number 3655836 |
Statements
On the convergence of policy iteration for controlled diffusions (English)
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1981
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stochastic control theory
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diffusion processes
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policy iteration
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Newton's method
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convergence rates
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