El Instituto de Ingeniería Matemática y Computacional (IMC) invita al Seminario de Matemáticas Aplicadas y Computacionales que se realizará el 28 de mayo.
Roberto Cominetti, Instituto de Ingeniería Matemática y Computacional / Departamento de Ingeniería Industrial y de Sistemas UC.
Miércoles 28 de mayo de 2025, 13:40 hrs. (Presencial en auditorio Edificio San Agustín, enlace de Zoom disponible escribiendo a Esta dirección de correo electrónico está siendo protegida contra los robots de spam. Necesita tener JavaScript habilitado para poder verlo.)
ABSTRACT
In this talk we present a survey of our research in the past decade on error bounds and convergence rates for deterministic as well as stochastic fixed point iterations,
including the Krasnoselskii-Mann, Halpern, and similar iterative methods.
We will emphasize the essential role played by techniques of optimal transport and Markov chains with rewards in obtaining tight error bounds. We will also discuss a
few examples that illustrate how these error bounds are used to analyze the computational complexity of known algorithms in optimization and reinforcement learning for Markov decision processes, and how they can lead to design new algorithms with better complexity guarantees.
