Applying unweighted least-squares based techniques to stochastic dynamic programming: theory and application

DOI10.1049/IET-CTA.2019.0289MaRDI QIDQ7025402zbMATH OpenFDO

Authors Ali Forootani, Raffaele Iervolino, Massimo Tipaldi

Publication date 19 February 2025

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/IET-CTA.2019.0289

zbMATH Keywords

automatic control system societybig databig data analysiscontraction mappingdata analysisDP algorithmDP optimisation problemdynamic programmingfunction approximationleast squares approximationsMarkov decision process modelMarkov processesmathematics computingMatlab based softwaremonotonicity propertiesprobabilityresource allocationresource allocation problemsquare projection approachstochastic dynamic programmingstochastic processesuniform probability distributionunweighted least-squares based techniquesunweighted LS sub-problemvalue function approximation

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(1)

• A data-driven practical stabilization approach for solving stochastic dynamic programming problems

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