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Multilevel Methods for Dynamic Programming

Name: Multilevel Methods for Dynamic Programming
Brand: AVM Akademische Verlagsgemeinschaft
SKU: 01892178
Price: 16929 HUF
Availability: InStock
Author: Alexander Paprotny
ISBN: 9783869241722

Deterministic and Stochastic Iterative Methods with Application to Recommendation Engines

Alexander Paprotny

Language

English

Book Paperback

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

Libristo code: 01892178

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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.