On the Taylor Expansion of Value Functions
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Publication:5131481
DOI10.1287/opre.2019.1903zbMath1456.90171arXiv1804.05011OpenAlexW3009099905MaRDI QIDQ5131481
Itai Gurvich, Anton Braverman, Junfei Huang
Publication date: 8 November 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.05011
Hamilton-Jacobi-Bellman equationMarkov decision processTaylor expansionapproximate dynamic programmingapproximate policy iteration
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