A successive approximation algorithm for stochastic control problems
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference8 articles.
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2. Optimal stochastic switching and the Dirichlet problems for the Bellman equation;Evans;Trans. Amer. Math. Soc.,1979
3. L.C. Evans and Suzanne Lenhart, The parabolic Bellman equation, Nonlinear Anal. 5(3):765–773.
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