Approximate policy optimization and adaptive control in regression models

DOI10.1007/s10614-005-9007-1zbMath1137.90705OpenAlexW1995690263MaRDI QIDQ853656

Tze Leung Lai, Viktor Spivakovsky, Jiarui Han

Publication date: 17 November 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-9007-1

zbMATH Keywords

dynamic programmingMonte Carlopolicy iterationlearning by doingrollout

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Dynamic programming (90C39) Markov processes (60J99)

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