Empirical Dynamic Programming (Q2806811): Difference between revisions

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+Learning Algorithms for Markov Decision Processes with Average Cost
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+Approximate Fixed Point Iteration with an Application to Infinite Horizon Markov Decision Processes
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+Neural Network Learning
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+Associative search network: A reinforcement learning associative memory
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+Functional Approximations and Dynamic Programming
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+Approximate policy iteration: a survey and some new methods
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+Q-Learning for Risk-Sensitive Control
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+The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
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+A survey of some simulation-based algorithms for Markov decision processes
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+Performance Guarantees for Empirical Markov Decision Processes with Applications to Multiperiod Inventory Models
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+CONVERGENCE OF SIMULATION-BASED POLICY ITERATION
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+Simulation‐based Uniform Value Function Estimates of Markov Decision Processes
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+Simulation-based optimization of Markov decision processes: an empirical process theory approach
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+Stochastic Estimation of the Maximum of a Regression Function
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+Actor-Critic--Type Learning Algorithms for Markov Decision Processes
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+Convergence rate of linear two-time-scale stochastic approximation.
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+Analysis of recursive stochastic algorithms
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+Q2778807
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+Q3096132
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+The Complexity of Markov Decision Processes
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+A Stochastic Approximation Method
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+Using Randomization to Break the Curse of Dimensionality
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+Stochastic Games
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+.1162/153244303768966102
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+\({\mathcal Q}\)-learning
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+Approximations of Dynamic Programs, I
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+Approximations of Dynamic Programs, II
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