An optimal multigrid algorithm for continuous state discrete time stochastic control
暂无分享,去创建一个
[1] E. Denardo. CONTRACTION MAPPINGS IN THE THEORY UNDERLYING DYNAMIC PROGRAMMING , 1967 .
[2] Amedeo R. Odoni,et al. On Finding the Maximal Gain for Markov Decision Processes , 1969, Oper. Res..
[3] Ward Whitt,et al. Approximations of Dynamic Programs, I , 1978, Math. Oper. Res..
[4] Henryk Wozniakowski,et al. A general theory of optimal algorithms , 1980, ACM monograph series.
[5] Adrian C. Lavercombe,et al. Recent Developments in Markov Decision Processes , 1982 .
[6] Dimitri P. Bertsekas,et al. Dynamic Programming: Deterministic and Stochastic Models , 1987 .