An optimal multigrid algorithm for discrete-time stochastic control

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

Bibliographic Details
Other Authors: Chow, Chee-Seng.
Language:eng
Published: Laboratory for Information and Decision Systems, Massachusetts Institute of Technology] 2003
Subjects:
Online Access:http://hdl.handle.net/1721.1/3124
Description
Summary:Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decision and control."