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An optimal multigrid algorithm for continuous state discrete time stochastic control

An optimal multigrid algorithm for continuous state discrete time stochastic control

Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/1721
Date: 2013-06-05

Description:

 
Chee-Seng Chow, John N. Tsitsiklis.
 
Caption title.
 
Bibliography: p. 13.
 
Supported, in part, by the ARO under grant DAAL03-86-K-0171 Supported, in part, by a Presidential Young Investigator award from the National Science Foundation, with matching funds from Bellcore, Inc.
 

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