✦ LIBER ✦

Adaptive value function approximation for continuous-state stochastic dynamic programming

✍ Scribed by Fan, Huiyuan; Tarun, Prashant K.; Chen, Victoria C.P.

Book ID: 123203189
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 456 KB
Volume: 40
Category: Article
ISSN: 0305-0548
DOI: 10.1016/j.cor.2012.11.016

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximate dynamic programming for stoc

Approximate dynamic programming for stochastic linear control problems on compact state spaces

✍ Woerner, Stefan; Laumanns, Marco; Zenklusen, Rico; Fertis, Apostolos 📂 Article 📅 2015 🏛 Elsevier Science 🌐 English ⚖ 589 KB

A review of stochastic algorithms with c

A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications

✍ Warren B. Powell; Jun Ma 📂 Article 📅 2011 🏛 South China University of Technology and Academy o 🌐 English ⚖ 273 KB

[IEEE 2011 Ieee Symposium On Adaptive Dy

[IEEE 2011 Ieee Symposium On Adaptive Dynamic Programming And Reinforcement Learning - Paris, France (2011.04.11-2011.04.15)] 2011 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL) - Parametric value function approximation: A unified view

✍ Geist, Matthieu; Pietquin, Olivier 📂 Article 📅 2011 🏛 IEEE ⚖ 175 KB

[IEEE 2013 IEEE Symposium on Adaptive Dy

[IEEE 2013 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL) - Singapore, Singapore (2013.04.16-2013.04.19)] 2013 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL) - Value function approximation and model predictive control

✍ Zhong, Mingyuan; Johnson, Mikala; Tassa, Yuval; Erez, Tom; Todorov, Emanuel 📂 Article 📅 2013 🏛 IEEE ⚖ 952 KB

On the continuous approximation of the p

On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems

✍ I. Bonzani; M.G. Zavattaro; N. Bellomo 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 595 KB

This paper deals with the problem of the continuous approximation of the probability density and of the entropy function of a large class of nonlinear stochastic systems with random initial conditions and parameters. The proposed method generalizes to the stochastic case a continuous approximation m