most citedParallel and Flexible Dynamic Programming via the Randomized Mini-Batch Operator

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math.OC2021★ 1 cited

Parallel and Flexible Dynamic Programming via the Randomized Mini-Batch Operator

Matilde Gargiani, Andrea Martinelli, Max Ruts Martinez +1

The Bellman operator constitutes the foundation of dynamic programming (DP). An alternative is presented by the Gauss-Seidel operator, whose evaluation, differently from that of th…