On the convergence of simulation-based iterative methods for solving singular linear systems

DOI10.1214/12-SSY074MaRDI QIDQ5168862zbMATH OpenFDO

Authors Mengdi Wang, Dimitri P. Bertsekas

Publication date 21 July 2014

Full work available at URL https://doi.org/10.1214/12-SSY074

zbMATH Keywords

regularizationsimulationconvergencealgorithmstochastic algorithmproximal methodapproximate dynamic programmingleast squares problemsingular systemMonte Carlo estimationiterative solution method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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Cited in

(3)

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