Approximate Dynamic Programming based on High Dimensional Model Representation

zbMath1278.90423arXiv1210.0706MaRDI QIDQ2868781

Miroslav Pištěk

Publication date: 19 December 2013

Full work available at URL: https://arxiv.org/abs/1210.0706

zbMATH Keywords

Bellman equationapproximate dynamic programmingtrust region problemapproximate HDMR minimization

Mathematics Subject Classification ID

Dynamic programming (90C39)

Uses Software

• QUALEX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Optimal control of oscillatory systems by iterative dynamic programming
• Bayesian system identification
• General foundations of high-dimensional model representations
• A new trust region technique for the maximum weight clique problem
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Reinforcement Learning: A Tutorial Survey and Recent Advances
• Approximate Dynamic Programming
• Reducibility Among Combinatorial Problems
• A polynomial dimensional decomposition for stochastic computing
• Newton’s Method with a Model Trust Region Modification
• Combining Estiamates in Regression and Classification

This page was built for publication: Approximate Dynamic Programming based on High Dimensional Model Representation