Functional Approximations and Dynamic Programming

Cited In (28)

Approximate dynamic programming for stochastic $N$-stage optimization with application to optimal consumption under uncertainty
Operation of storage reservoir for water quality by using optimization and artificial intelligence techniques
What you should know about approximate dynamic programming
Adaptive importance sampling for control and inference
Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path
Hybrid functions of Bernstein polynomials and block-pulse functions for solving optimal control of the nonlinear Volterra integral equations
Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
Reinforcement learning
Using OPTRANS object as a KB-DSS development environment for designing DSS for production management
Natural actor-critic algorithms
Title not available (Why is that?)
Improving reinforcement learning algorithms: Towards optimal learning rate policies
Perspectives of approximate dynamic programming
Feature-based methods for large scale dynamic programming
Empirical dynamic programming
Title not available (Why is that?)
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes
Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
Decomposition of large-scale stochastic optimal control problems
On the existence of fixed points for approximate value iteration and temporal-difference learning
A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
Totally model-free actor-critic recurrent neural-network reinforcement learning in non-Markovian domains
Large-Scale Loan Portfolio Selection
An application of approximate dynamic programming in multi-period multi-product advertising budgeting
Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
Symmetry reduction for dynamic programming
A unified framework for stochastic optimization
A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning

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