Envelope stepsize control for iterative algorithms based on Fejer processes with attractants.

Evgeni A. Nurminski

Published in: Optim. Methods Softw. (2010)

Keyphrases

iterative algorithms
step size
control system
convergence rate
control strategy
approximate dynamic programming
faster convergence
iterative methods
quasi newton
wavelet transform
monte carlo
feasible solution
convergence speed
temporal difference
dual formulation