Functional Approximations and Dynamic Programming
From MaRDI portal
Publication:3273603
Cited in
(29)- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path
- Natural actor-critic algorithms
- Using OPTRANS object as a KB-DSS development environment for designing DSS for production management
- On the existence of fixed points for approximate value iteration and temporal-difference learning
- Totally model-free actor-critic recurrent neural-network reinforcement learning in non-Markovian domains
- Symmetry reduction for dynamic programming
- A unified framework for stochastic optimization
- Feature-based methods for large scale dynamic programming
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
- An application of approximate dynamic programming in multi-period multi-product advertising budgeting
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes
- Empirical dynamic programming
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- Adaptive importance sampling for control and inference
- Large-Scale Loan Portfolio Selection
- Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
- Decomposition of large-scale stochastic optimal control problems
- Numerical treatment of nonlinear optimal control problems
- Perspectives of approximate dynamic programming
- What you should know about approximate dynamic programming
- Suboptimal Policies for Stochastic N-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- On the theory of policy gradient methods: optimality, approximation, and distribution shift
- Improving reinforcement learning algorithms: Towards optimal learning rate policies
- Reinforcement learning
- Error analysis for approximate CVaR-optimal control with a maximum cost
- Operation of storage reservoir for water quality by using optimization and artificial intelligence techniques
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
This page was built for publication: Functional Approximations and Dynamic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3273603)
