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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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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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