Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
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- Approximate Dynamic Programming
- Approximate minimization of the regularized expected error over kernel models
- Approximating networks and extended Ritz method for the solution of functional optimization problems
- Approximation error bounds via Rademacher's complexity
- Approximation schemes for functional optimization problems
- Comparison of worst case errors in linear and neural network approximation
- Complexity of Gaussian-radial-basis networks approximating smooth functions
- Condition numbers and Ritz type methods in unconstrained optimization
- Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
- Error Estimates for Approximate Optimization by the Extended Ritz Method
- Error bounds for approximation with neural networks
- Estimates of the approximation error using Rademacher complexity: Learning vector-valued functions
- Geometric Upper Bounds on Rates of Variable-Basis Approximation
- Lectures on analysis on metric spaces
- Lipschitz continuous policy functions for strongly concave optimization problems
- Nonlinear black-box models in system identification: Mathematical foundations
- On the approximation of infinite optimization problems with an application to optimal control problems
- On the tractability of multivariate integration and approximation by neural networks
- Radial Basis Functions
- The Once But Not Twice Differentiability of the Policy Function
- Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
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
- Functional optimization by variable-basis approximation schemes
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- 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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