Using Randomization to Break the Curse of Dimensionality
Copyright policy )Using Randomization to Break the Curse of Dimensionality
Summary: This paper introduces random versions of successive approximations and multigrid algorithms for computing approximate solutions to a class of finite and infinite horizon Markovian decision problems (MDPs). We prove that these algorithms succeed in breaking the ``curse of dimensionality'' for a subclass of MDPs known as discrete decision processes (DDPs).
- Yale University United States
maximal inequalities, Markov and semi-Markov decision processes, random versions of successive approximations, multigrid algorithms, Dynamic programming, curse of dimensionality, finite and infinite horizon Markovian decision problems, Abstract computational complexity for mathematical programming problems, Bellman operator, discrete decision processes
maximal inequalities, Markov and semi-Markov decision processes, random versions of successive approximations, multigrid algorithms, Dynamic programming, curse of dimensionality, finite and infinite horizon Markovian decision problems, Abstract computational complexity for mathematical programming problems, Bellman operator, discrete decision processes
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).231 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 1% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 1% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!