Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
From MaRDI portal
Publication:1949593
DOI10.1007/s10957-012-0118-2zbMath1262.90186OpenAlexW2118794983WikidataQ59403937 ScholiaQ59403937MaRDI QIDQ1949593
Marcello Sanguineti, Giorgio Gnecco, Mauro Gaggero
Publication date: 8 May 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0118-2
dynamic programmingapproximation schemescurse of dimensionalityoptimal consumptionsuboptimal solutionssequential decision problems
Related Items (5)
Low-discrepancy sampling for approximate dynamic programming with local approximators ⋮ LQG Online Learning ⋮ Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty ⋮ An intrinsic material tailoring approach for functionally graded axisymmetric hollow bodies under plane elasticity ⋮ Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
Cites Work
- Some comparisons of complexity in dictionary-based and linear computational models
- Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
- Minimizing sequences for a family of functional optimal estimation problems
- Complexity of Gaussian-radial-basis networks approximating smooth functions
- On the indeterminacy of capital accumulation paths
- Complex solutions of nonconcave dynamic optimization models
- The Schur complement and its applications
- Practical issues in temporal difference learning
- Critical debt and debt dynamics.
- Efficient sampling in approximate dynamic programming algorithms
- Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming
- Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
- Functional Approximations and Dynamic Programming
- Geometric Upper Bounds on Rates of Variable-Basis Approximation
- Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems
- Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
- Universal approximation bounds for superpositions of a sigmoidal function
- Optimal control of the M/G/1 queue with repeated vacations of the server
- Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
- Comparison of worst case errors in linear and neural network approximation
- Look-Ahead Policies for Admission to a Single Server Loss System
- Approximate Dynamic Programming
- Optimality of greedy and sustainable policies in the management of renewable resources
- Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes
- Learning-by-doing and the choice of technology: The role of patience
- Approximating networks and extended Ritz method for the solution of functional optimization problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
