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Bounds on the fixed point of a monotone contraction operator |
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| Affiliation: | William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, New York 14627 USA |
| Abstract: | Upper and lower variational bounds on the fixed point of a monotone contraction operator are given in terms of its subgradient. These bounds are generalizations of the MacQueen-Porteus bounds on the value vector in discounted Markov renewal programming. |
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