%0 Conference Paper
%A Gnecco, Giorgio
%A Sanguineti, Marcello
%A Zoppoli, Riccardo
%B EURO XXII
%C Prague, Czech Republic
%D 2007
%F eprints:1763
%P 159
%T Exploiting Structural Results in Approximate Dynamic Programming
%U http://eprints.imtlucca.it/1763/
%X 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.
%Z 22nd European Conference on operational research