relation: http://eprints.imtlucca.it/1035/
title: An RBF based neuro-dynamic approach for the control of stochastic dynamic systems
creator: Patrinos, Panagiotis
creator: Sarimveis, Haralambos
subject: QA Mathematics
subject: TJ Mechanical engineering and machinery
description: 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.
date: 2005
type: Conference or Workshop Item
type: PeerReviewed
identifier:   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)  
relation: http://www.ifac-papersonline.net/Detailed/28368.html