Abstract

This article surveys several classes of iterative methods for constructing random probability distributions (or random convex functions, or random homeomorphisms), and includes illustrative applications in statistics, optimal-control theory, and game theory. Computer simulations of these methods are fast and easy to implement

Disciplines

Mathematics

Included in

Mathematics Commons

COinS
 

URL: https://digitalcommons.calpoly.edu/rgp_rsr/8