Approximate iterative algorithms

DOI10.1201/B16613zbMATH Open1297.65001OpenAlexW574270000MaRDI QIDQ2873813

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)

Cited In (10)

• 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
• Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms
• Title not available (Why is that?)
• Bayesian optimal experimental design for inferring causal structure
• Title not available (Why is that?)
• 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
• The Arrow-Hurwicz algorithm with alternating iterative parameters

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