On the convergence of policy iteration for controlled diffusions
type: Item
instance of: scholarly article
title: On the convergence of policy iteration for controlled diffusions
zbMATH Open document ID: 0421.93089
DOI: 10.1007/BF00935182
published in: Journal of Optimization Theory and Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 3655836
zbMATH Keywords: stochastic control theory
zbMATH Keywords: diffusion processes
zbMATH Keywords: policy iteration
zbMATH Keywords: Newton's method
zbMATH Keywords: convergence rates
author: Martin L. Puterman
MaRDI profile type: Publication
cites work: Q5336758
cites work: Optimal control of diffusion processes with reflection
cites work: An Approximation Method in Optimal Stochastic Control
cites work: On the Convergence of Policy Iteration in Stationary Dynamic Programming
cites work: Diffusion processes with boundary conditions
cites work: Q4086303
cites work: Q5570526
full work available at URL: https://doi.org/10.1007/bf00935182
OpenAlex ID: W2005728609
description: scientific article; zbMATH DE number 3655836