Considering iterative sequences that arise when the approximate solution to a numerical problem is updated by evaluating a vector field at the current iterate, we derive necessary and sufficient conditions for this procedure to converge to a stationary point of the vector field at different Q-rates. These conditions are characterised in terms of the differential properties of the vector field and the asymptotic dynamical behaviour of the associated continuous dynamical system.\ud \ud Raphael Hauser was supported through grant GR/S34472 from the Engineering and Physical Sciences Research Council of the UK.\ud \ud Jelena Nedic was supported through the Clarendon Fund, Oxford University Press and ORS award, Universities UK
AbstractConvergence rates for iterative solutions of equations are given when the iterates are Padé ...
http://www.springer.com/978-0-387-79935-3We study the asymptotic behaviour of Forsythe's s-optimum g...
summary:We consider iterative schemes applied to systems of linear ordinary differential equations a...
Considering iterative sequences that arise when the approximate solution to a numerical problem is u...
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This paper studies fitted value iteration for continuous state dynamic programming using nonexpansiv...
AbstractWe determine and compare the convergence rates of various fixed-point iterations for finding...
Central limit theorems are one of the most central theorems in the theory of probability. They have ...
Anderson acceleration (AA) is widely used for accelerating the convergence of nonlinear fixed-point ...
9 pagesInternational audienceWe prove in a dynamic programming framework that uniform convergence of...
Dans cette thèse, nous nous intéressons aux propriétés statistiques des systèmes dynamiques aléatoir...
AbstractConvergence rates for iterative solutions of equations are given when the iterates are Padé ...
http://www.springer.com/978-0-387-79935-3We study the asymptotic behaviour of Forsythe's s-optimum g...
summary:We consider iterative schemes applied to systems of linear ordinary differential equations a...
Considering iterative sequences that arise when the approximate solution to a numerical problem is u...
Considering iterative sequences that arise when the approximate solution x k to a numerical problem ...
AbstractA basic process is the observation of an N-dimensional quantity x(t) in discrete time steps ...
AbstractWe obtain a central limit theorem for a general class of additive parameters (costs, observa...
AbstractThis paper is devoted to the convergence analysis of an iterative method for solving a nonsy...
International audienceWe obtain a Central Limit Theorem for a general class of additive parameters (...
This paper studies fitted value iteration for continuous state dynamic programming using nonexpansiv...
AbstractWe determine and compare the convergence rates of various fixed-point iterations for finding...
Central limit theorems are one of the most central theorems in the theory of probability. They have ...
Anderson acceleration (AA) is widely used for accelerating the convergence of nonlinear fixed-point ...
9 pagesInternational audienceWe prove in a dynamic programming framework that uniform convergence of...
Dans cette thèse, nous nous intéressons aux propriétés statistiques des systèmes dynamiques aléatoir...
AbstractConvergence rates for iterative solutions of equations are given when the iterates are Padé ...
http://www.springer.com/978-0-387-79935-3We study the asymptotic behaviour of Forsythe's s-optimum g...
summary:We consider iterative schemes applied to systems of linear ordinary differential equations a...