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Mandl, Petr
The Kiefer-Wolfowitz approximation method in controlled Markov chains. (English). Kybernetika, vol. 7 (1971), issue 6, pp. (436)-440
MSC: 60J10, 93E20 | MR 0317828 | Zbl 0231.60052
References:
[1] Václav Dupač: O Kiefer - Wolfowitzově aproximační metodě. Časopis pro pěst. mat. 82 (1957), 1, 47-75. (Appeared in Selected Translations in Mathematical Statistics and Probability.) MR 0089556
[2] R. A. Howard: Dynamic Programming and Markov Processes. J. Wiley, New York 1960. MR 0118514 | Zbl 0091.16001
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