TY  - CONF
AV  - none
TI  - Exploiting Structural Results in Approximate Dynamic Programming
Y1  - 2007///
UR  - http://eprints.imtlucca.it/1661/
M2  - Prague, Czech Republic
A1  - Sanguineti, Marcello
A1  - Gnecco, Giorgio
A1  - Zoppoli, Riccardo
N2  - 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.
N1  - 22nd European Conference on operational research
ID  - eprints1661
T2  - EURO XXII
ER  -