eprintid: 1750 rev_number: 4 eprint_status: archive userid: 46 dir: disk0/00/00/17/50 datestamp: 2013-09-17 07:43:42 lastmod: 2013-09-17 07:43:42 status_changed: 2013-09-17 07:43:42 type: book_section succeeds: 1690 metadata_visibility: show creators_name: Gaggero, Mauro creators_name: Gnecco, Giorgio creators_name: Parisini, Thomas creators_name: Sanguineti, Marcello creators_name: Zoppoli, Riccardo creators_id: creators_id: giorgio.gnecco@imtlucca.it creators_id: creators_id: creators_id: title: Approximation Structures with Moderate Complexity in Functional Optimization and Dynamic Programming ispublished: pub subjects: QA75 divisions: CSA full_text_status: none keywords: Complexity theory, Function approximation, Optimal control, Optimization, Stochastic processes, Vectors note: 51st IEEE International Conference on Decision and Control (IEEE CDC 2012) held in Maui, Hawaii, December 10th-12th, 2012 abstract: Connections between function approximation and classes of functional optimization problems, whose admissible solutions may depend on a large number of variables, are investigated. The insights obtained in this context are exploited to analyze families of nonlinear approximation schemes containing tunable parameters and enjoying the following property: when they are used to approximate the (unknown) solutions to optimization problems, the number of parameters required to guarantee a desired accuracy grows at most polynomially with respect to the number of variables in admissible solutions. Both sigmoidal neural networks and networks with kernel units are considered as approximation structures to which the analysis applies. Finally, it is shown how the approach can be applied for the solution of finite-horizon optimal control problems via approximate dynamic programming enhancing the potentialities of recent developments in nonlinear approximation in the framework of the solution of sequential decision problems with continuous state spaces. date: 2012 date_type: published publisher: IEEE pagerange: 1902-1908 event_title: Decision and Control (CDC), 2012 IEEE 51st Annual Conference on id_number: 10.1109/CDC.2012.6426656 refereed: TRUE isbn: 978-1-4673-2065-8 book_title: Proceedings of the 51st IEEE International Conference on Decision and Control (IEEE CDC 2012) official_url: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6426656&isnumber=6425800 citation: Gaggero, Mauro and Gnecco, Giorgio and Parisini, Thomas and Sanguineti, Marcello and Zoppoli, Riccardo Approximation Structures with Moderate Complexity in Functional Optimization and Dynamic Programming. In: Proceedings of the 51st IEEE International Conference on Decision and Control (IEEE CDC 2012). IEEE, pp. 1902-1908. ISBN 978-1-4673-2065-8 (2012)