Long-Run Accuracy of Variational Integrators in the Stochastic Context.

Nawaf Bou-Rabee Houman Owhadi

Published in: SIAM J. Numer. Anal. (2010)

Keyphrases

long run
short run
optimal policy
infinite horizon
expected cost
heavy traffic
monte carlo
queueing networks
image segmentation
exchange rate
average cost
average reward
sum product
long term
markov chain