Approximate policy optimization and adaptive control in regression models
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Publication:853656
DOI10.1007/S10614-005-9007-1zbMATH Open1137.90705OpenAlexW1995690263MaRDI QIDQ853656FDOQ853656
Authors: Jiarui Han, Tze Leung Lai, Viktor Spivakovsky 
Publication date: 17 November 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-005-9007-1
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Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Markov processes (60J99) Dynamic programming (90C39)
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Cited In (9)
- Comparison of policy functions from the optimal learning and adaptive control frameworks
- Regularized policy iteration with nonparametric function spaces
- Approximate dynamic programming and its applications to the design of Phase I cancer trials
- Prediction of output response probability of sound environment system using simplified model with stochastic regression and fuzzy inference
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
- Pretty darn good control: when are approximate solutions better than approximate models
- Adaptive clinical trial designs for phase I cancer studies
- Further results on implicit models with application to LQ adaptive optimization
- Stochastic approximation and modern model-based designs for dose-finding clinical trials
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