JSTOR Daily

The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate

This is a preview. Log in through your library . Abstract We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the ...
Risk

Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach

In this work, we propose a new policy iteration algorithm for pricing Bermudan options when the payoff process cannot be written as a function of a lifted Markov process. Our approach is based on a ...
JSTOR Daily

Proximal point algorithms involving fixed point iteration for nonexpansive mappings in CAT(κ) spaces

This is a preview. Log in through your library . Abstract In this paper, we propose a new modified proximal point algorithm involving fixed point iteration for nonexpansive mappings in CAT(1) spaces.
Nature

Asynchronous Iterative Algorithms for Linear Systems

Asynchronous iterative algorithms have emerged as a robust alternative to traditional synchronous methods for solving large-scale linear systems. These approaches allow individual computational units ...