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An RBF based neuro-dynamic approach for the control of stochastic dynamic systems

Patrinos, Panagiotis and Sarimveis, Haralambos An RBF based neuro-dynamic approach for the control of stochastic dynamic systems. In: 16th IFAC World Congress, 3-8 July 2005, Prague, Czech Republic (2005)

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Abstract

This paper presents a neuro-dynamic programming methodology for the control of markov decision processes. The proposed method can be considered as a variant of the optimistic policy iteration, where radial basis function (RBF) networks are employed as a compact representation of the cost-to-go function and the ॕ-LSPE is used for policy evaluation. We also emphasize the reformulation of the Bellman equation around the post-decision state in order to circumvent the calculation of the expectation. The proposed algorithm is applied to a retailer-inventory management problem.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics
T Technology > TJ Mechanical engineering and machinery
Research Area: Computer Science and Applications
Depositing User: Ms T. Iannizzi
Date Deposited: 06 Dec 2011 10:51
Last Modified: 06 Dec 2011 10:51
URI: http://eprints.imtlucca.it/id/eprint/1035

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