Functional Approximations and Dynamic Programming
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Publication:3273603
Cited in
(28)- scientific article; zbMATH DE number 7370615 (Why is no real title available?)
- Feature-based methods for large scale dynamic programming
- Adaptive importance sampling for control and inference
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- An application of approximate dynamic programming in multi-period multi-product advertising budgeting
- Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes
- Reinforcement learning
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path
- Empirical dynamic programming
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- Natural actor-critic algorithms
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
- Large-Scale Loan Portfolio Selection
- Symmetry reduction for dynamic programming
- A unified framework for stochastic optimization
- Using OPTRANS object as a KB-DSS development environment for designing DSS for production management
- Improving reinforcement learning algorithms: Towards optimal learning rate policies
- What you should know about approximate dynamic programming
- Numerical treatment of nonlinear optimal control problems
- Operation of storage reservoir for water quality by using optimization and artificial intelligence techniques
- Decomposition of large-scale stochastic optimal control problems
- Perspectives of approximate dynamic programming
- On the existence of fixed points for approximate value iteration and temporal-difference learning
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
- Totally model-free actor-critic recurrent neural-network reinforcement learning in non-Markovian domains
- Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
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