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  • Search: subject:"Nonexpansive operators"
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Nonexpansive operators 3 Fixed point problems 2 Game theory 2 Howard algorithm 2 Impulse control 2 Optimal control of Markov Chains 2 Policy iteration 2 Quasi-variational inequalities 2 Spieltheorie 2 Stochastic game 2 Stochastisches Spiel 2 Tauberian theorem 2 Asymptotic value 1 Repeated games 1 Stochastic games 1 Weighted payoffs 1 Wiederholte Spiele 1 asymptotic value 1 nonexpansive operators 1 repeated games 1 stochastic games 1 stochastic games with signals 1
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Article 4
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2 Undetermined 2
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Chancelier, Jean-Philippe 2 Messaoud, Marouen 2 Sulem, Agnès 2 Ziliotto, Bruno 2
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Computational Statistics 1 Games and economic behavior 1 Mathematical Methods of Operations Research 1 Mathematics of operations research 1
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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Tauberian theorems for general iterations of operators : applications to zero-sum stochastic games
Ziliotto, Bruno - In: Games and economic behavior 108 (2018), pp. 486-503
Persistent link: https://www.econbiz.de/10011982855
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A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
Ziliotto, Bruno - In: Mathematics of operations research 41 (2016) 4, pp. 1522-1534
Persistent link: https://www.econbiz.de/10011595139
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A policy iteration algorithm for fixed point problems with nonexpansive operators
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 239-259
The aim of this paper is to solve the fixed point problems: <Equation ID="Equa"> <EquationSource Format="TEX">$$ v=\mathcal{O}v,\quad \hbox{with}\, \mathcal{O}v(x) \mathop{=}^{\rm def} \max (Lv(x), Bv(x) ), x \in \varepsilon, \quad (1)$$</EquationSource> </Equation> where <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\varepsilon$$</EquationSource> </InlineEquation> is a finite set, L is contractive and B is a nonexpansive operator and <Equation ID="Equb"> <EquationSource Format="TEX">$$...</equationsource></equation></equationsource></inlineequation></equationsource></equation>
Persistent link: https://www.econbiz.de/10010999850
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A policy iteration algorithm for fixed point problems with nonexpansive operators
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès - In: Computational Statistics 65 (2007) 2, pp. 239-259
The aim of this paper is to solve the fixed point problems: $$ v=\mathcal{O}v,\quad \hbox{with}\, \mathcal{O}v(x) \mathop{=}^{\rm def} \max (Lv(x), Bv(x) ), x \in \varepsilon, \quad (1)$$ where $$\varepsilon$$ is a finite set, L is contractive and B is a nonexpansive operator and $$...
Persistent link: https://www.econbiz.de/10010847841
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