On the convergence of policy iteration for controlled diffusions
- 1 January 1981
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 33 (1) , 137-144
- https://doi.org/10.1007/bf00935182
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- On the Convergence of Policy Iteration in Stationary Dynamic ProgrammingMathematics of Operations Research, 1979
- An Approximation Method in Optimal Stochastic ControlSIAM Journal on Control and Optimization, 1978
- Optimal control of diffusion processes with reflectionJournal of Optimization Theory and Applications, 1977
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975
- Diffusion processes with boundary conditionsCommunications on Pure and Applied Mathematics, 1971
- Diffusion processes with continuous coefficients, IICommunications on Pure and Applied Mathematics, 1969