Policy iteration algorithm for singular controlled diffusion processes (Q2873856)
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scientific article; zbMATH DE number 6250869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Policy iteration algorithm for singular controlled diffusion processes |
scientific article; zbMATH DE number 6250869 |
Statements
27 January 2014
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perturbation analysis
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Markov decision process
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policy iteration algorithm
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stochastic optimal control
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singular diffusion processes
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Policy iteration algorithm for singular controlled diffusion processes (English)
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