Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming

DOI10.1007/978-3-540-85640-5_8zbMath1190.90221OpenAlexW2133635602MaRDI QIDQ3564534

Sylvain Gelly, Olivier Teytaud

Publication date: 2 June 2010

Published in: Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-85640-5_8

zbMATH Keywords

discretizationcovariance-matrix-adaptation is first rankedevolutionary toolsgradient-based techniques

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39)

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Uses Software

• OpenDP

Cites Work

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• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Neural Nets
• Modeling uncertainty. An examination of stochastic theory, methods, and applications

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