The following pages link to (Q4257216):
Displayed 50 items.
- Boundedness of iterates in \(Q\)-learning (Q2504669) (← links)
- Learning dynamic prices in electronic retail markets with customer segmentation (Q2507374) (← links)
- Dynamic programming and suboptimal control: a survey from ADP to MPC (Q2511993) (← links)
- A note on linear function approximation using random projections (Q2519761) (← links)
- Dynamic pricing models for electronic business (Q2571441) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Stochastic iterative dynamic programming: a Monte Carlo approach to dual control (Q2576079) (← links)
- Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach (Q2576080) (← links)
- On integral generalized policy iteration for continuous-time linear quadratic regulations (Q2628425) (← links)
- A stochastic games framework for verification and control of discrete time stochastic hybrid systems (Q2628473) (← links)
- A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning (Q2633537) (← links)
- Event-triggered constrained control with DHP implementation for nonaffine discrete-time systems (Q2660955) (← links)
- Complexity bounds for approximately solving discounted MDPs by value iterations (Q2661516) (← links)
- When control and state variations increase uncertainty: modeling and stochastic control in discrete time (Q2662307) (← links)
- Stochastic quasi-Newton with line-search regularisation (Q2664231) (← links)
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization (Q2664400) (← links)
- On the convergence of reinforcement learning with Monte Carlo exploring starts (Q2665181) (← links)
- Subgradient averaging for multi-agent optimisation with different constraint sets (Q2665377) (← links)
- Dynamic focus programming: a new approach to sequential decision problems under uncertainty (Q2673581) (← links)
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes (Q2675991) (← links)
- Dynamic parameters in sequential decision making (Q2682336) (← links)
- Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand (Q2698605) (← links)
- Mean field Markov decision processes (Q2701089) (← links)
- Stability and monotone convergence of generalised policy iteration for discrete-time linear quadratic regulations (Q2792734) (← links)
- Convergence of the standard RLS method and<b><i>UDU</i></b><sup><i>T</i></sup>factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming (Q2792939) (← links)
- Hebbian Versus Gradient Training of ESN Actors in Closed-Loop ACD (Q2814547) (← links)
- A sequential updating scheme of the Lagrange multiplier for separable convex programming (Q2826683) (← links)
- On the Computational Complexity of Minimum-Concave-Cost Flow in a Two-Dimensional Grid (Q2828332) (← links)
- Q( $$\lambda $$ ) with Off-Policy Corrections (Q2831390) (← links)
- FLOW SHOP SCHEDULING WITH REINFORCEMENT LEARNING (Q2868184) (← links)
- Neural-network-observer-based optimal control for unknown nonlinear systems using adaptive dynamic programming (Q2868847) (← links)
- Approximate policy iteration: a survey and some new methods (Q2887629) (← links)
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications (Q2887630) (← links)
- Markov Reward Models and Markov Decision Processes in Discrete and Continuous Time: Performance Evaluation and Optimization (Q2937736) (← links)
- A novel optimal tracking control scheme for a class of discrete-time nonlinear systems using generalised policy iteration adaptive dynamic programming algorithm (Q2974203) (← links)
- Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077) (← links)
- Towards Min Max Generalization in Reinforcement Learning (Q3006026) (← links)
- Decomposition of large-scale stochastic optimal control problems (Q3057528) (← links)
- Robust shortest path planning and semicontractive dynamic programming (Q3120605) (← links)
- Stable Optimal Control and Semicontractive Dynamic Programming (Q3130440) (← links)
- Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
- Discrete-time dynamic graphical games: model-free reinforcement learning solution (Q3196115) (← links)
- Deceptive Reinforcement Learning Under Adversarial Manipulations on Cost Signals (Q3297666) (← links)
- Parallel Optimization Techniques for Machine Learning (Q3300501) (← links)
- On Generalized Bellman Equations and Temporal-Difference Learning (Q3305109) (← links)
- An Overview for Markov Decision Processes in Queues and Networks (Q3305576) (← links)
- Regularity and Stability of Feedback Relaxed Controls (Q3382776) (← links)
- Transient-State Natural Gas Transmission in Gunbarrel Pipeline Networks (Q3386792) (← links)
- A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization (Q3387904) (← links)
- Approximate dynamic programming methods for an inventory allocation problem under uncertainty (Q3424512) (← links)