On the Taylor Expansion of Value Functions

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationMarkov decision processTaylor expansionapproximate dynamic programmingapproximate policy iteration

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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