Efficient sampling in approximate dynamic programming algorithms

Dynamic Programming (DP) is known to be a standard optimization tool for solving Stochastic Optimal Control (SOC) problems, either over a finite or an infinite horizon of stages. Under very general assumptions, commonly employed numerical algorithms are based on approximations of the cost-to-go func...

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Bibliographic Details

Published in:	Computational optimization and applications Vol. 38; no. 3; pp. 417 - 443
Main Authors:	Cervellera, Cristiano, Muselli, Marco
Format:	Journal Article
Language:	English
Published:	New York Springer Nature B.V 01.12.2007
Subjects:	Algorithms Approximation Dynamic programming Hypotheses Learning Optimization Stochastic models Studies
ISSN:	0926-6003, 1573-2894
Online Access:	Get full text
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