An optimal multigrid algorithm for continuous state discrete time stochastic control

Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Supported, in part, by a Presidential Young Investigator award from the National Science Foundation, with matching funds from Bellcore, Inc.Chee-Seng Chow, John N. Tsitsiklis

An optimal multigrid algorithm for continuous state discrete time stochastic control

Chee-Seng Chow, John N. Tsitsiklis

One-way multigrid algorithms and their optimality for a class of fixed-point problems

Caption title.Includes bibliographical references (p. 14).Research supported by the NSF. ECS-8552419 Research supported by the ARO. DAAL03-86-K-0171 Research supported by Bellcore and Du Pont.Chee-Seng Chow, John N. Tsitsiklis