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Multilevel Methods for Dynamic Programming

Deterministic and Stochastic Iterative Methods with Application to Recommendation Engines

Language EnglishEnglish
Book Paperback
Book Multilevel Methods for Dynamic Programming Alexander Paprotny
Libristo code: 01892178
Publishers AVM Akademische Verlagsgemeinschaft, November 2010
The author studies multilevel methods for the solution of systems of linear equations arising from d... Full description
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The author studies multilevel methods for the solution of systems of linear equations arising from discrete probabilistic optimal control problems with a special emphasis of problems related to recommendation engines. This book features a sound and rigorous matrix-theoretic foundation, and novel convergence analyses of the proposed procedures. Moreover, the theoretical discussion is supported by numerical experiments. The research presented in this book has been carried out as a part of a joint project involving TU Hamburg-Harburg, TU Berlin, and the realtime analytics company prudsys AG.

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About the book

Full name Multilevel Methods for Dynamic Programming
Author Alexander Paprotny
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 130
EAN 9783869241722
Libristo code 01892178
Publishers AVM Akademische Verlagsgemeinschaft
Dimensions 147 x 210
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