"A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions."

Ari Arapostathis, Vivek S. Borkar (2012)

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DOI: 10.1137/110850529

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type: Journal Article

metadata version: 2020-07-09

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Ari Arapostathis, Vivek S. Borkar:
A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions. SIAM J. Control. Optim. 50(4): 1886-1902 (2012)

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