Ari Arapostathis, Vivek S. Borkar. A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions. SIAM J. Control and Optimization, 50(4):1886-1902, 2012. [doi]
@article{ArapostathisB12-0,
title = {A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions},
author = {Ari Arapostathis and Vivek S. Borkar},
year = {2012},
doi = {10.1137/110850529},
url = {http://dx.doi.org/10.1137/110850529},
researchr = {https://researchr.org/publication/ArapostathisB12-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {50},
number = {4},
pages = {1886-1902},
}