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SIAM Journal on Control and Optimization, ISSN 0363-0129, 2017, Volume 55, Issue 3, pp. 1711 - 1715
In A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions, [SIAM T. Control Opton., 50 (2012), pp. 1886-1902], convergence of the... 
Ergodic Control | Monotone Dynamical Systems | Hamilton-Jacobi-Bellman Equation | Controlled Diffusions | Relative Value Iteration | MATHEMATICS, APPLIED | relative value iteration | monotone dynamical systems | controlled diffusions | Hamilton-Jacobi-Bellman-equation | ergodic control | AUTOMATION & CONTROL SYSTEMS
Journal Article
SIAM Journal on Control and Optimization, ISSN 0363-0129, 2012, Volume 50, Issue 4, pp. 1886 - 1902
Journal Article
SIAM Journal on Control and Optimization, ISSN 0363-0129, 2014, Volume 52, Issue 1, pp. 1 - 31
Journal Article
Procedia Computer Science, ISSN 1877-0509, 2012, Volume 12, pp. 90 - 95
Q-Learning is based on value iteration and remains the most popular choice for solving Markov Decision Problems (MDPs) via reinforcement learning (RL), where... 
Approximate policy iteration | relative value iteration | average reward | Q-P-Learning | Relative value iteration | Average reward
Journal Article
MANAGEMENT SCIENCE, ISSN 0025-1909, 10/2019, Volume 65, Issue 10, pp. 4598 - 4606
I present two algorithms for solving dynamic programs with exogenous variables: endogenous value iteration and endogenous policy iteration. These algorithms... 
dynamic programming | Markov decision process | endogenous value iteration | relative value iteration | exogenous variables | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MANAGEMENT | CONVERGENCE | Markov processes | Algorithms | Variables | Endogenous | Markov analysis | Decision making
Journal Article
International Journal of Robust and Nonlinear Control, ISSN 1049-8923, 05/2018, Volume 28, Issue 8, pp. 3073 - 3091
Journal Article
International Journal of Mathematical Analysis, ISSN 1312-8876, 2009, Volume 3, Issue 25-28, pp. 1325 - 1330
Journal Article
International Journal of Circuits, Systems and Signal Processing, 2017, Volume 11, pp. 88 - 93
Journal Article
Quantitative Economics, ISSN 1759-7323, 01/2019, Volume 10, Issue 1, pp. 43 - 65
Morton and Wecker (1977) stated that the value iteration algorithm solves a dynamic program's policy function faster than its value function when the limiting... 
C63 | C65 | C13 | C01 | C15 | nested fixed point | strong convergence | Markov perfect equilibrium | relative value iteration | Markov decision process | nested pseudo‐likelihood | dynamic discrete choice | C61 | nested pseudo-likelihood | OLIGOPOLY | ESTIMATORS | COMPETITION | ECONOMICS | Economic models | Markov analysis | Convergence
Journal Article
Annals of the International Society of Dynamic Games, ISSN 2474-0179, 2013, Volume 13, pp. 3 - 27
Advances in dynamic games, 3--27, Ann. Internat. Soc. Dynam. Games, 13, Birkh\"auser/Springer, Cham, 2013 We study zero-sum stochastic differential games with... 
Ergodic control | Relative value iteration | Risk-sensitive control | Stochastic differential games
Journal Article
Journal de mathématiques pures et appliquées, ISSN 0021-7824, 02/2017, Volume 107, Issue 2, pp. 205 - 251
A general class of mean field games are considered where the governing dynamics are controlled diffusions in Rd. The optimization criterion is the long time... 
Ergodic control | N-person games | Nash equilibrium | Relative value iteration | Mckean–Vlasov limit | Convergence of equilibria | EXISTENCE | MATHEMATICS, APPLIED | DIFFUSIONS | EQUATIONS | MARKOV-PROCESSES | MATHEMATICS | Mckean-Vlasov limit | LONG-TIME AVERAGE | Game theory | School construction
Journal Article
Applied Mathematics and Computation, ISSN 0096-3003, 05/2014, Volume 234, pp. 13 - 35
This paper is devoted to the study of non-conforming h-p spectral element methods for three dimensional elliptic problems on non-smooth domains using parallel... 
Edge singularity | Spectral element method | Relative error | Vertex-edge singularity | Iterations | Geometric mesh | Vertex singularity | Modified coordinates | MATHEMATICS, APPLIED | 2ND-ORDER | SINGULARITIES | POLYHEDRA | STABILITY | BOUNDARY-VALUE-PROBLEMS | NUMERICAL-ANALYSIS | DGFEM | REGULARITY | VERSION | CONVERGENCE
Journal Article
Physical Review Letters, ISSN 0031-9007, 03/2003, Volume 90, Issue 12, p. 127904/4
The relative entropy of entanglement of a given bipartite quantum state is calculated by means of a convergent iterative algorithm. When this state turns out... 
RELATIVE ENTROPY | SYSTEMS | QUANTUM STATES | CRITERION | PHYSICS, MULTIDISCIPLINARY | INFERENCE | Physics - Quantum Physics
Journal Article
Jisuanji Yanjiu yu Fazhan/Computer Research and Development, ISSN 1000-1239, 09/2002, Volume 39, Issue 9, pp. 1064 - 1070
Journal Article
IEEE Transactions on Automatic Control, ISSN 0018-9286, 2018
This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking... 
penalty method | Distributed optimization | subgradient iterations | sign of relative state | multi-agent networks | Computer Science - Systems and Control
Journal Article
International Journal of Control, Automation and Systems, ISSN 1598-6446, 10/2011, Volume 9, Issue 5, pp. 941 - 951
Journal Article
Proceedings of the 31st Chinese Control Conference, ISSN 1934-1768, 07/2012, pp. 2966 - 2970
In this paper, we propose a relative value iteration reinforcement learning(RVI-RL) algorithm based on Schweitzer's Transformation for Markov decision... 
Learning | Relative value iteration | Machine learning | Markov processes | Reinforcement Learning | Robotic navigation | Electronic mail | Mathematical model | Optimization | Equations | Average reward
Conference Proceeding
Measurement and Control, ISSN 0020-2940, 9/2019, Volume 52, Issue 7-8, pp. 1002 - 1007
A cost-effective measurement of wet-bulb temperature of air has great benefits to fulfill a growing demand of industry, cultivation agriculture, and... 
transmitter system | INSTRUMENTS & INSTRUMENTATION | relative humidity | iteration algorithm | Wet-bulb temperature of air | AUTOMATION & CONTROL SYSTEMS | Heat | Temperature | Transmitters | Algorithms
Journal Article
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