A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
type: Item
instance of: scholarly article
title: A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
zbMATH Open document ID: 1104.93054
author: D. S. Choi
author: Benjamin Van Roy
published in: Discrete Event Dynamic Systems
publication date: 2007-01-18T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E24
Mathematics Subject Classification ID: 93E35
zbMATH DE Number: 5116459
zbMATH Keywords: Dynamic programming
zbMATH Keywords: Kalman filter
zbMATH Keywords: Optimal stopping
zbMATH Keywords: Queueing
zbMATH Keywords: Recursive least-squares
zbMATH Keywords: Reinforcement learning
zbMATH Keywords: Temporal-difference learning
MaRDI profile type: Publication
full work available at URL: s10626-006-8134-8
OpenAlex ID: W2062541405
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DOI: 10.1007/S10626-006-8134-8
description: scientific article; zbMATH DE number 5116459