relation: http://eprints.imtlucca.it/1763/
title: Exploiting Structural Results in Approximate Dynamic Programming
creator: Gnecco, Giorgio
creator: Sanguineti, Marcello
creator: Zoppoli, Riccardo
subject: QA75 Electronic computers. Computer science
description: 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.
date: 2007
type: Conference or Workshop Item
type: PeerReviewed
identifier:   Gnecco, Giorgio and Sanguineti, Marcello and Zoppoli, Riccardo  Exploiting Structural Results in Approximate Dynamic Programming.  In: EURO XXII, 8-11 July 2007, Prague, Czech Republic p. 159.        (2007)