On the Convergence of Simulation-based Iterative Methods for Solving Singular Linear Systems
نویسندگان
چکیده
منابع مشابه
On the Convergence of Simulation-Based Iterative Methods for Singular Linear Systems
We consider the simulation-based solution of linear systems of equations, Ax = b, of various types frequently arising in large-scale applications, where A is singular. We show that the convergence properties of iterative solution methods are frequently lost when they are implemented with simulation (e.g., using sample average approximation), as is often done in important classes of large-scale ...
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We consider simulation-based algorithms for linear systems of equations, Ax = b, where A is singular. The convergence properties of iterative solution methods can be impaired when the methods are implemented with simulation, as is often done in important classes of large-scale problems. We focus on special cases of singular systems, including some arising in approximate dynamic programming, whe...
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ژورنال
عنوان ژورنال: Stochastic Systems
سال: 2013
ISSN: 1946-5238,1946-5238
DOI: 10.1287/12-ssy074