英文文献：Fitted Value Function Iteration With Probability One Contractions
英文文献作者：Jen? Pál,John Stachurski
英文文献摘要：
This paper studies a value function iteration algorithm that can be applied to almost all stationary dynamic programming problems. Using nonexpansive function approximation and Monte Carlo integration, we develop a randomized fitted Bellman operator and a corresponding algorithm that is globally convergent with probability one. When additional restrictions are imposed, an OP(n-1/2) rate of convergence for Monte Carlo error is obtained.