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SIAMCO
2002
13 years 4 months ago
2002
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
SIAMCO
2002
13 years 4 months ago
2002
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...