Suboptimal solutions to dynamic optimization problems via approximations of the policy functions

DOI10.1007/S10957-010-9680-7zbMATH Open1254.90285OpenAlexW2124109858MaRDI QIDQ613579FDOQ613579

Giorgio Gnecco, Marcello Sanguineti

Publication date: 21 December 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9680-7

zbMATH Keywords

curse of dimensionalitydynamic programmingapproximation schemesdynamic optimizationsuboptimal policies

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cited In (15)

• A Comparison of Game-Theoretic Models for Parallel Trade
• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
• Functional optimization by variable-basis approximation schemes
• LQG Online Learning
• On the curse of dimensionality in the Ritz method
• A comparison between fixed-basis and variable-basis schemes for function approximation and functional optimization
• Approximating networks and extended Ritz method for the solution of functional optimization problems
• Estimates of variation with respect to a set and applications to optimization problems
• Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
• An intrinsic material tailoring approach for functionally graded axisymmetric hollow bodies under plane elasticity
• Numerical solutions to the Witsenhausen counterexample by approximating networks
• Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
• Welfare and research and development incentive effects of uniform and differential pricing schemes
• Suboptimal control for nonlinear systems with disturbance via integral sliding mode control and policy iteration
• Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results

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