A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
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- Recursive estimation of regression functions by local polynomial fitting
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Cited in
(17)- Convergence of deep fictitious play for stochastic differential games
- Approximate dynamic programming based on high dimensional model representation
- Potential-based least-squares policy iteration for a parameterized feedback control system
- A new algorithm for multidimensional continuing dynamic programming
- New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
- Perspectives of approximate dynamic programming
- Temporal difference-based policy iteration for optimal control of stochastic systems
- A new algorithm for the continuous dynamic programming
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage
- Off-line approximate dynamic programming for the vehicle routing problem with a highly variable customer basis and stochastic demands
- An approximate policy iteration viewpoint of actor-critic algorithms
- Dynamic reordering and inspection for the multi-item inventory record inaccuracy problem
- Reinforcement learning via nonparametric smoothing in a continuous-time stochastic setting with noisy data
- Approximate dynamic programming via direct search in the space of value function approximations
- Continuous state dynamic programming via nonexpansive approximation
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