Using Randomization to Break the Curse of Dimensionality (Q4340685)

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scientific article; zbMATH DE number 1019849
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Using Randomization to Break the Curse of Dimensionality
scientific article; zbMATH DE number 1019849

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    Using Randomization to Break the Curse of Dimensionality (English)
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    10 June 1997
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    Bellman operator
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    maximal inequalities
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    curse of dimensionality
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    random versions of successive approximations
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    multigrid algorithms
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    finite and infinite horizon Markovian decision problems
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    discrete decision processes
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