The following pages link to (Q4257216):
Displayed 50 items.
- Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (Q1596471) (← links)
- A time aggregation approach to Markov decision processes (Q1614322) (← links)
- Discovering hidden structure in factored MDPs (Q1761300) (← links)
- Solving variational inequality and fixed point problems by line searches and potential optimization (Q1764238) (← links)
- Exploiting structure in adaptive dynamic programming algorithms for a stochastic batch service problem (Q1847251) (← links)
- New stochastic approximation algorithms with adaptive step sizes (Q1926628) (← links)
- Solving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming (Q1926680) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- Approximate stochastic annealing for online control of infinite horizon Markov decision processes (Q1937498) (← links)
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results (Q1949593) (← links)
- Online stochastic optimization under time constraints (Q1958625) (← links)
- Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach (Q1958793) (← links)
- Training parsers by inverse reinforcement learning (Q1959536) (← links)
- Guiding exploration by pre-existing knowledge without modifying reward (Q2383522) (← links)
- Restricted gradient-descent algorithm for value-function approximation in reinforcement learning (Q2389624) (← links)
- Multi-agent differential graphical games: online adaptive learning solution for synchronization with optimality (Q2391448) (← links)
- Optimal control of unknown nonaffine nonlinear discrete-time systems based on adaptive dynamic programming (Q2391487) (← links)
- Optimization of a special case of continuous-time Markov decision processes with compact action set (Q2426563) (← links)
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study (Q2430595) (← links)
- Blood platelet production: optimization by dynamic programming and simulation (Q2433384) (← links)
- Neuro-dynamic trading methods (Q2433500) (← links)
- New algorithms of the Q-learning type (Q2440701) (← links)
- Water reservoir control under economic, social and environmental constraints (Q2440770) (← links)
- Computational bounds for elevator control policies by large scale linear programming (Q2441574) (← links)
- Converging marriage in honey-bees optimization and application to stochastic dynamic programming (Q2457912) (← links)
- Application of reinforcement learning to the game of Othello (Q2462546) (← links)
- Adaptive stepsize selection for tracking in a regime-switching environment (Q2470042) (← links)
- Efficient sampling in approximate dynamic programming algorithms (Q2477014) (← links)
- Motion planning in uncertain environments with vision-like sensors (Q2477711) (← links)
- Dynamic modeling and control of supply chain systems: A review (Q2483501) (← links)
- A tutorial on the cross-entropy method (Q2485925) (← links)
- Basis function adaptation in temporal difference reinforcement learning (Q2485935) (← links)
- Approximate dynamic programming-based approaches for input--output data-driven control of nonlinear processes (Q2486109) (← links)
- Convergence property of gradient-type methods with non-monotone line search in the presence of perturbations (Q2489332) (← links)
- Linear stochastic approximation driven by slowly varying Markov chains (Q2503529) (← links)
- An actor-critic algorithm for constrained Markov decision processes (Q2504518) (← links)
- Boundedness of iterates in \(Q\)-learning (Q2504669) (← links)
- Learning dynamic prices in electronic retail markets with customer segmentation (Q2507374) (← 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)
- 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)
- Towards Min Max Generalization in Reinforcement Learning (Q3006026) (← links)
- Decomposition of large-scale stochastic optimal control problems (Q3057528) (← links)
- Approximate dynamic programming methods for an inventory allocation problem under uncertainty (Q3424512) (← links)