Fitted value function iteration with probability one contractions
From MaRDI portal
Recommendations
- Finite-time bounds for fitted value iteration
- Random function iterations for consistent stochastic feasibility
- scientific article; zbMATH DE number 6614015
- Probabilistic contraction under a control function
- Mean value iteration for a family of functions
- Value function approximation in the presence of uncertainty and inequality constraints
- Smoothed Functionals and Constrained Stochastic Approximation
- scientific article; zbMATH DE number 3918249
- Convergence rate bounds for iterative random functions using one-shot coupling
- Factored value iteration converges
Cited in
(10)- Continuous state dynamic programming via nonexpansive approximation
- A Comment on “Using Randomization to Break the Curse of Dimensionality”
- Overview: Implementation of structural dynamic models: methodology and applications
- Approximating high-dimensional dynamic models: sieve value function iteration
- Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
- Envelope condition method with an application to default risk models
- Solving dynamic discrete choice models using smoothing and sieve methods
- Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
- A divide and conquer algorithm for exploiting policy function monotonicity
- Strong convergence and dynamic economic models
This page was built for publication: Fitted value function iteration with probability one contractions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q315623)