A Fixed Point Theorem from Dynamic Programming.
Abstract
An algorithm is described for solving the fixed point problem y = (max delta) (P sub delta)y + (R sub delta) under new conditions. The algorithm resembles Lemke's complementary pivoting scheme for quadratic programming and bimatrix games, Howard's policy improvement scheme for dynamic programming, and Newton's method for solving systems of equations. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1973
- Accession Number
- AD0755263
Entities
People
- B. Curtis Eaves
Organizations
- Stanford University