Weakly chained matrices, policy iteration, and impulse control (Q2805130)
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scientific article; zbMATH DE number 6578560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weakly chained matrices, policy iteration, and impulse control |
scientific article; zbMATH DE number 6578560 |
Statements
10 May 2016
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Hamilton-Jacobi-Bellman equation
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combined stochastic and impulse control
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policy iteration
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weakly chained diagonally dominant matrix
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optimal exchange rate
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optimal consumption
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quasi-variational inequalities
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semi-Lagrangian discretization
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convergence
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Weakly chained matrices, policy iteration, and impulse control (English)
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