Approximate Iterative Algorithms
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Publication:2873813
DOI10.1201/b16613zbMath1297.65001OpenAlexW574270000MaRDI QIDQ2873813
Publication date: 27 January 2014
Full work available at URL: https://doi.org/10.1201/b16613
Numerical mathematical programming methods (65K05) Dynamic programming (90C39) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Markov and semi-Markov decision processes (90C40)
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Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms ⋮ 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 ⋮ Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space ⋮ A stochastic contraction mapping theorem ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors
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