کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641238 1341300 2009 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Projected equation methods for approximate solution of large linear systems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Projected equation methods for approximate solution of large linear systems
چکیده انگلیسی

We consider linear systems of equations and solution approximations derived by projection on a low-dimensional subspace. We propose stochastic iterative algorithms, based on simulation, which converge to the approximate solution and are suitable for very large-dimensional problems. The algorithms are extensions of recent approximate dynamic programming methods, known as temporal difference methods, which solve a projected form of Bellman’s equation by using simulation-based approximations to this equation, or by using a projected value iteration method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 227, Issue 1, 1 May 2009, Pages 27–50
نویسندگان
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