Approximate iterative algorithms /
Iterative algorithms often rely on approximate evaluation techniques, which may include statistical estimation, computer simulation or functional approximation. This volume presents methods for the study of approximate iterative algorithms, providing tools for the derivation of error bounds and conv...
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
CRC Press,
[2014].
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | Iterative algorithms often rely on approximate evaluation techniques, which may include statistical estimation, computer simulation or functional approximation. This volume presents methods for the study of approximate iterative algorithms, providing tools for the derivation of error bounds and convergence rates, and for the optimal design of such algorithms. Techniques of functional analysis are used to derive analytical relationships between approximation methods and convergence properties for general classes of algorithms. The volume provides the necessary background in functional analysis and probability theory and presents extensive applications to Markov decision processes-- |
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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references (pages 351-355) and index. |
| ISBN: | 9780203503416 9781134617401 9781134617470 9781134617548 |