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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Original Articles

On the policy improvement algorithm in continuous time

Saul D. JackaDepartment of Statistics, University of Warwick, Coventry, UK.Correspondence[email protected]
&
Aleksandar MijatovićDepartment of Mathematics, King’s College, London, UK.
Pages 348-359 | Received 28 Sep 2015, Accepted 04 May 2016, Published online: 23 May 2016

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