The following pages link to Empirical dynamic programming (Q2806811):
Displaying 12 items.
- Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach (Q1647808) (← links)
- Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees (Q2059319) (← links)
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control (Q2116649) (← links)
- A concentration bound for contractive stochastic approximation (Q2242891) (← links)
- A simulation-based approach to stochastic dynamic programming (Q2863720) (← links)
- (Q4208329) (← links)
- Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence (Q5018894) (← links)
- Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis (Q5018896) (← links)
- Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms (Q5037552) (← links)
- Distributionally robust optimization for sequential decision-making (Q5238202) (← links)
- Empirical Q-Value Iteration (Q5856670) (← links)
- Anderson acceleration for partially observable Markov decision processes: a maximum entropy approach (Q6546829) (← links)
