We prove that, in dynamic programming framework, uniform convergence of $v_{\lambda}$ implies uniform convergence of v n and vice versa. Moreover, both have the same ...
We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback