archive of the former site EconWPA.wustl.edu

Please do not link or reference this page. Use one of the following URLs:
ideas.repec.org as http://ideas.repec.org/p/wpa/wuwpco/9403001.html
econpapers.repec.org as http://econpapers.repec.org/paper/wpawuwpco/9403001.htm

Using Randomization to Break the Curse of Dimensionality

 
Paper:ewp-comp/9403001
From:    
Date: Tue, 29 Mar 94 11:34:01 CST
Date (revised): Mon, 4 Jul 94 17:30:33 CDT
Date (revised): Thu, 28 Jul 94 00:08:38 CDT
Date (revised): Mon, 4 Sep 95 02:33:46 CDT
Date (revised): Sun, 20 Oct 1996 15:49:08 GMT
Date (revised): Tue, 19 Nov 1996 20:14:15 GMT

Abstract:
This paper introduces random versions of successive approximations and multigrid algorithms for computing approximate solutions to a class of finite and infinite horizon Markovian decision problems (MDPs). We prove that these algorithms succeed in breaking the curse of dimensionality for a subclass of MDPs known as discrete decision processes (DDPs).

Postscript files:(viewing .ps)
      archive: 9403001.ps  or 9403001.ps.gz  is 951776 bytes, 8-23-97.
Acrobat pdf files:(viewing .pdf)
      archive: 9403001.pdf  is 2306497 bytes, 10-20-96, or 9403001.pdf.gz 
Access statistics for this paper at LogEc which is a part of the RePEc project as was/is EconWPA.
Translate to another language with babel.altavista.com EconWPA reference ewp-comp/9403001
RePEc reference RePEc:wpa:wuwpco:9403001 send e-mail to

EconWPA began as a conversation between Bob Parks and Larry Blume on January 28, 1993. I located Paul Ginsparg's archive (then xxx.lanl.gov) and he graciously installed his software on a Sun Sparc system which was supporting the department of economics email and computation. EconWPA began accepting papers July 1, 1993 and had ftp, email, gopher and web interfaces. The web interface for submissions was engineered into existence in July 1995. A complete and catastrophic machine failure in 1999 caused the loss of EconWPA's email new paper announcment service at which time there were over 15,000 subscriptions with over 8,000 unique email addresses.

In 2005, Arts and Sciences commandeered the computing services that I had provided to the Department of Economics since 1987. Some might say that the department was sold out, others would (erroneously) claim that centralization is efficient, and still others would claim that I have few marketing skills.

I was told that I could keep operating EconWPA (as well as many other services including rfe.wustl.edu, barnett.wustl.edu, and three RePEc servers) but I would receive no support (hardware, software, or anthing else) and (as had been the case) no compensation. At that point, given the apparent low valuation of my activities by the department, and university, it made no sense for me to continue operating EconWPA or other services.

Thanks to all who have supported EconWPA in the past.

A Chinese curse states May you live in intersting times. I have. Bob Parks - Jan 2006