Browsing Natural and Mathematical Sciences by Subject "Convergence"
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Asymptotic optimality of finite model approximations for partially observed markov decision processes with discounted cost
(IEEE, 2020-01)We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem ... -
Convergence of a semi-discrete numerical method for a class of nonlocal nonlinear wave equations
(EDP Sciences, 2018-09-13)In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. ...
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