An optimal one-way multigrid algorithm for discrete-time stochastic control (Q3981753)
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scientific article; zbMATH DE number 22215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal one-way multigrid algorithm for discrete-time stochastic control |
scientific article; zbMATH DE number 22215 |
Statements
An optimal one-way multigrid algorithm for discrete-time stochastic control (English)
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26 June 1992
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numerical solution
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infinite-horizon discounted stochastic control problems
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successive approximation algorithm
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0.9053725
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0.89811593
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0.89788765
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0.8974184
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0.89491904
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0.8934904
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