scientific article; zbMATH DE number 6318812
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Publication:5168862
DOI10.1214/12-SSY074zbMath1295.65037MaRDI QIDQ5168862
Mengdi Wang, Dimitri P. Bertsekas
Publication date: 21 July 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmconvergencesimulationregularizationsingular systemleast squares problemproximal methodstochastic algorithmapproximate dynamic programmingMonte Carlo estimationiterative solution method
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)
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