Exploiting Structural Results in Approximate Dynamic Programming

Sanguineti, Marcello and Gnecco, Giorgio and Zoppoli, Riccardo Exploiting Structural Results in Approximate Dynamic Programming. In: EURO XXII, 8-11 July 2007, Prague, Czech Republic p. 159. (2007)

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Abstract

Efforts to cope with the curse of dimensionality in Dynamic Programming (DP) follow two main directions: i) problem simplification by simpler models and ii) use of smart approximators for the cost-to-go and/or policy functions. Here we focus on ii). We consider: a) structural properties of the cost-to-go and/or policy functions (to restrict approximation to certain function classes and to chose the approximators); b) suitable norms of the approximation error (to estimate how it propagates through stages). These ingredients can be combined to develop efficient approximate DP algorithms.

Item Type:	Conference or Workshop Item (Paper)
Additional Information:	22nd European Conference on operational research
Subjects:	Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area:	Computer Science and Applications
Depositing User:	Giorgio Gnecco
Date Deposited:	10 Sep 2013 12:08
Last Modified:	16 Sep 2013 12:03
URI:	http://eprints.imtlucca.it/id/eprint/1661

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• Exploiting Structural Results in Approximate Dynamic Programming. (deposited 10 Sep 2013 12:08) [Currently Displayed]
  • Exploiting Structural Results in Approximate Dynamic Programming. (deposited 17 Sep 2013 13:12)
    • Exploiting Structural Results in Approximate Dynamic Programming. (deposited 17 Sep 2013 13:12)

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