Error Bounds for Approximations from Projected Linear Equations

DOI10.1287/moor.1100.0441zbMath1218.90211OpenAlexW2140778663MaRDI QIDQ3169095

Dimitri P. Bertsekas, Huizhen Yu

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1100.0441

zbMATH Keywords

dynamic programmingerror boundsGalerkin methodstemporal difference methodsfunction approximationprojected linear equations

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40) Approximation by arbitrary linear expressions (41A45)

Related Items

Approximate policy iteration: a survey and some new methods, On Generalized Bellman Equations and Temporal-Difference Learning, Proximal algorithms and temporal difference methods for solving fixed point problems, Off-policy temporal difference learning with distribution adaptation in fast mixing chains