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.
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Description
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decision and control."
 
Includes bibliographical references.
 
Date issued
1989
URI
http://hdl.handle.net/1721.1/3124
Publisher
Laboratory for Information and Decision Systems, Massachusetts Institute of Technology]
Series/Report no.
LIDS-P ; 1864
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