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A New Optimal Stepsize for Approximate Dynamic Programming - MaRDI portal

A New Optimal Stepsize for Approximate Dynamic Programming

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Publication:2982814

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DOI10.1109/TAC.2014.2357134zbMath1360.90271arXiv1407.2676MaRDI QIDQ2982814

Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.2676

Mathematics Subject Classification ID

Dynamic programming (90C39)

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