Nonparametric Approximate Dynamic Programming via the Kernel Method

DOI10.1287/STSY.2023.0107MaRDI QIDQ6199161zbMATH OpenOpenAlexFDO

Authors Vivek Farias, Ciamac C. Moallemi

Publication date 23 February 2024

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1287/stsy.2023.0107

zbMATH Keywords

linear programmingkernel methodsapproximate dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cited in

(1)

• A kernel-based approximate dynamic programming approach: theory and application

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