@inproceedings{eprints1763, title = {Exploiting Structural Results in Approximate Dynamic Programming}, booktitle = {EURO XXII}, year = {2007}, note = {22nd European Conference on operational research}, author = {Giorgio Gnecco and Marcello Sanguineti and Riccardo Zoppoli}, pages = {159}, url = {http://eprints.imtlucca.it/1763/}, 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.} }