An optimal multigrid algorithm for continuous state discrete time stochastic control

Author(s)
Chow, Chee-Seng; Tsitsiklis, John N.
Thumbnail
DownloadOR-181-88-20280232.pdf (991.3Kb)
Metadata
Show full item record
Date issued
1988
URI
http://hdl.handle.net/1721.1/5075
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 181-88
Collections