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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Vydané v:	Computational optimization and applications Ročník 38; číslo 3; s. 417 - 443
Hlavní autori:	Cervellera, Cristiano, Muselli, Marco
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer Nature B.V 01.12.2007
Predmet:	Algorithms Approximation Dynamic programming Hypotheses Learning Optimization Stochastic models Studies
ISSN:	0926-6003, 1573-2894
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