"Policy Iteration Algorithm for Singular Controlled Diffusion Processes."

Yuan-Hua Ni, Hai-Tao Fang (2013)

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DOI: 10.1137/11085267X

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type: Journal Article

metadata version: 2023-08-28

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Yuan-Hua Ni, Hai-Tao Fang:
Policy Iteration Algorithm for Singular Controlled Diffusion Processes. SIAM J. Control. Optim. 51(5): 3844-3862 (2013)

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