In iterative learning control schemes for linear discrete time systems, conditions to guarantee the monotonic convergence of the tracking9 error norms are derived. By using the Ma...
Abstract. We study the convergence properties of the cascadic conjugategradient method (CCG-method), which can be considered as a multilevel method without coarse-grid correction. ...
We consider a finite-state Markov decision problem and establish the convergence of a special case of optimistic policy iteration that involves Monte Carlo estimation of Q-values,...
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...