@inproceedings{eprints1661,
            note = {22nd European Conference on operational research},
           pages = {159},
          author = {Marcello Sanguineti and Giorgio Gnecco and Riccardo Zoppoli},
       booktitle = {EURO XXII},
           title = {Exploiting Structural Results in Approximate Dynamic Programming},
            year = {2007},
             url = {http://eprints.imtlucca.it/1661/},
        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.}
}