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A context-based approach to reliable control

✍ Scribed by Koichi Suyama

Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 224 KB
Volume: 84
Category: Article
ISSN: 1042-0967
DOI: 10.1002/1520-6440(200106)84:6<12::aid-ecjc2>3.0.co;2-e

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## Abstract In this paper we develop a simulation‐based approach to stochastic dynamic programming. To solve the Bellman equation we construct Monte Carlo estimates of __Q__‐values. Our method is scalable to high dimensions and works in both continuous and discrete state and decision spaces while a