Approximate iterative algorithms

DOI10.1201/B16613MaRDI QIDQ2873813zbMATH OpenOpenAlexFDO

Authors Anthony Almudevar

Publication date 27 January 2014

Full work available at URL https://doi.org/10.1201/b16613

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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(11)

• Some limit properties of Markov chains induced by recursive stochastic algorithms
• A stochastic contraction mapping theorem
• Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
• A consumption and investment problem via a Markov decision processes approach with random horizon
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• Bayesian optimal experimental design for inferring causal structure
• scientific article; zbMATH DE number 4086860 (Why is no real title available?)
• Convergence of Markov decision processes with constraints and state-action dependent discount factors
• Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space
• Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes
• The Arrow-Hurwicz algorithm with alternating iterative parameters

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