Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Mengdi Wang, Dimitri P. Bertsekas
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Mengdi ; Bertsekas, Dimitri P. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 39.2014, 1, p. 1-30
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| Subject: | stochastic algorithm | singular system | stabilization | projected equation | simulation | regularization | approximate dynamic programming | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Simulation | Dynamische Optimierung | Dynamic programming | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010345230