An optimal multigrid algorithm for discrete-time stochastic control
Author(s)Chow, Chee-Seng.; Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decision and control."Includes bibliographical references.
Laboratory for Information and Decision Systems, Massachusetts Institute of Technology]
LIDS-P ; 1864