Dynamic programming or direct comparison?

MaRDI QIDQ3001221zbMATH OpenFDO

Authors Xi-Ren Cao

Publication date 31 May 2011

zbMATH Keywords

direct comparison of the performancedynamic programmingperturbation analysisreinforcement learningstochastic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic systems in control theory (general) (93E03)

Recommendations

• Stochastic control via direct comparison
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
• Numerical comparison of controls and verification of optimality for stochastic control problems
• Dynamic programming and optimal control. Vol. 1.
• scientific article; zbMATH DE number 4191401

Cited in

(3)

• ASCA, SASCA and DPA with Enumeration: Which One Beats the Other and When?
• 10.1162/jmlr.2003.3.4-5.921
• Stochastic control via direct comparison

This page was built for publication: Dynamic programming or direct comparison?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3001221)