Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
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Publication:613579
DOI10.1007/S10957-010-9680-7zbMATH Open1254.90285OpenAlexW2124109858MaRDI QIDQ613579FDOQ613579
Authors: 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
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Cited In (21)
- Dynamic programming using radial basis functions
- Polynomial approximation technique for dynamic optimization problems
- Controller design and value function approximation for nonlinear dynamical systems
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Functional optimization by variable-basis approximation schemes
- On the curse of dimensionality in the Ritz method
- Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
- A comparison between fixed-basis and variable-basis schemes for function approximation and functional optimization
- Approximate policy optimization and adaptive control in regression models
- 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
- LQG online learning
- A comparison of game-theoretic models for parallel trade
- Accuracy of policy function approximations for strongly concave recursive problems
- 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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