An optimal multigrid algorithm for continuous state discrete time stochastic control

An optimal multigrid algorithm for continuous state discrete time stochastic control

Chee-Seng Chow, John N. Tsitsiklis.

Bibliographic Details
Other Authors:	Chow, Chee-Seng
Language:	eng
Published:	Massachusetts Institute of Technology, Operations Research Center 2004
Online Access:	http://hdl.handle.net/1721.1/5075

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