검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
A Modified MSA for Stochastic Control Problems Kerimkulov B, Siska D, Szpruch L Applied Mathematics and Optimization, 84(3), 3417, 2021 |
| 2 |
EXPONENTIAL CONVERGENCE AND STABILITY OF HOWARD'S POLICY IMPROVEMENT ALGORITHM FOR CONTROLLED DIFFUSIONS Kerimkulov B, Siska D, Szpruch L SIAM Journal on Control and Optimization, 58(3), 1314, 2020 |
| 3 |
On Finite-Difference Approximations for Normalized Bellman Equations Gyongy I, Siska D Applied Mathematics and Optimization, 60(3), 297, 2009 |