A successive approximation algorithm for stochastic control problems
From MaRDI portal
Publication:1077372
DOI10.1016/0096-3003(86)90022-6zbMath0594.93070OpenAlexW2002348368MaRDI QIDQ1077372
Publication date: 1986
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(86)90022-6
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Optimal Strategy for Limit Order Book Submissions in High Frequency Trading ⋮ Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Probability methods for approximations in stochastic control and for elliptic equations
- A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- The parabolic bellman equation
This page was built for publication: A successive approximation algorithm for stochastic control problems
