Approximate dynamic programming via iterated Bellman inequalities
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Cited in
(18)- Performance bounds and suboptimal policies for linear stochastic control via LMIs
- Data-driven optimal control with a relaxed linear program
- On the Taylor expansion of value functions
- Robust approximate bilinear programming for value function approximation
- Quadratic approximate dynamic programming for input-affine systems
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
- Viability, viscosity, and storage functions in model-predictive control with terminal constraints
- Complexity bounds for approximately solving discounted MDPs by value iterations
- Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs
- Decentralized optimization over tree graphs
- scientific article; zbMATH DE number 3945922 (Why is no real title available?)
- A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
- SOS-based policy iteration for H∞ control of polynomial systems with uncertain parameters
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage
- State partitioning based linear program for stochastic dynamic programs: an invariance property
- Performance bounds for linear stochastic control
- Bellman's principle of optimality and deep reinforcement learning for time-varying tasks
- Interval iteration algorithm for MDPs and IMDPs
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