An optimal multigrid algorithm for discrete-time stochastic control

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An optimal multigrid algorithm for discrete-time stochastic control

Author: Chow, Chee-Seng.; Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.

Citable URI: http://hdl.handle.net/1721.1/3124

Publisher: Laboratory for Information and Decision Systems, Massachusetts Institute of Technology]

Date Issued: 1989

Description:

Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decision and control."Includes bibliographical references.

URI: http://hdl.handle.net/1721.1/3124

Series/Report no.: LIDS-P ; 1864

Keywords: TK7855.M41 E3845 no.1864

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An optimal multigrid algorithm for discrete-time stochastic control

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An optimal multigrid algorithm for discrete-time stochastic control

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