Approximate dynamic programming using support vector regression

This paper presents a new approximate policy iteration algorithm based on support vector regression (SVR). It provides an overview of commonly used cost approximation architectures in approximate dynamic programming problems, explains some difficulties encountered by these architectures, and argues...

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Bibliographic Details

Published in:	2008 47th IEEE Conference on Decision and Control pp. 3811 - 3816
Main Authors:	Bethke, B., How, J.P., Ozdaglar, A.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.12.2008
Subjects:	Computational modeling Computer architecture Costs Decision making Dynamic programming Finance Function approximation Neural networks Space technology Uncertainty
ISBN:	9781424431236, 1424431239
ISSN:	0191-2216
Online Access:	Get full text
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