Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions

Bekzhan Kerimkulov, David Siska, Lukasz Szpruch. Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions. SIAM J. Control and Optimization, 58(3):1314-1340, 2020. [doi]

Abstract

Abstract is missing.