2 citations · 7 across the 7 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
math.PR2023
Invariant Distributions in Nonlinear Markov Chains with Aggregators: Theory, Computation, and Applications
Bar Light
We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as stra…
math.OC2023★ 2 cited
The Principle of Optimality in Dynamic Programming: A Pedagogical Note
Bar Light
The principle of optimality is a fundamental aspect of dynamic programming, which states that the optimal solution to a dynamic optimization problem can be found by combining the o…