Using Randomization to Break the Curse of Dimensionality
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Publication:4340685
DOI10.2307/2171751zbMath0872.90107OpenAlexW1563483395WikidataQ56813303 ScholiaQ56813303MaRDI QIDQ4340685
Publication date: 10 June 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/805edabb65f9e2c6486c394ab3ecd2e81d92805f
curse of dimensionalityBellman operatormaximal inequalitiesmultigrid algorithmsdiscrete decision processesfinite and infinite horizon Markovian decision problemsrandom versions of successive approximations
Abstract computational complexity for mathematical programming problems (90C60) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
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