We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

Mathematics of Operations Research, Vol. 2, No. 4 (Nov., 1977), pp. 360-381 (22 pages) This paper considers undiscounted Markov Decision Problems. For the general multichain case, we obtain necessary ...

SIAM Journal on Numerical Analysis, Vol. 30, No. 1 (Feb., 1993), pp. 286-303 (18 pages) Dynamic iteration or, more popularly, waveform relaxation has received a great deal of attention as an efficient ...

Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...