@inproceedings{eprints1783, pages = {159}, author = {Giorgio Gnecco and Marcello Sanguineti and Riccardo Zoppoli}, note = {22nd European Conference on operational research}, year = {2007}, title = {Exploiting Structural Results in Approximate Dynamic Programming}, booktitle = {EURO XXII}, 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.}, url = {http://eprints.imtlucca.it/1783/} }