szcf-weiya/MonteCarlo

IMCMR Example 5.17, 8.1

Opened this issue · 2 comments

Derivation of Q function.
handwriting

image

iter = 2 , diff = 0.3448811 
iter = 3 , diff = 0.0660542 
iter = 4 , diff = 0.04427646 
iter = 5 , diff = 0.01623779 
iter = 6 , diff = 0.004554232 

image