Paprotny, Alexander
Multilevel Methods for Dynamic Programming
Deterministic and Stochastic Iterative Methods with Application to Recommendation Engines
130 Seiten
21 x 14,8 x 0,9 cm
Erscheinungstermin 01.12.2011
Bestell-Nr. P86924172
ISBN 978-3-86924-172-2
Preis 49,90 (inkl. 7% Mwst)

Zum Inhalt

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.