On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358)
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scientific article; zbMATH DE number 7237874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions |
scientific article; zbMATH DE number 7237874 |
Statements
On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (English)
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21 August 2020
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controlled diffusion processes
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averaged expected control
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Hamilton-Jacobi-Bellman equation
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existence and uniqueness
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reward improvement algorithm
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