"Exponential Convergence and Stability of Howard's Policy Improvement ..."

Bekzhan Kerimkulov, David Siska, Lukasz Szpruch (2020)

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DOI: 10.1137/19M1236758

access: closed

type: Journal Article

metadata version: 2023-08-28

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Bekzhan Kerimkulov, David Siska, Lukasz Szpruch:
Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions. SIAM J. Control. Optim. 58(3): 1314-1340 (2020)

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