A comment on "using randomization to break the curse of dimensionality"
Year of publication: |
2022
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Authors: | Bray, Robert L. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 90.2022, 4, p. 1915-1929
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Subject: | curse of dimensionality | dynamic program | empirical process | Markov decision process | random value iteration | Theorie | Theory | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming |
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