eprintid: 1783 rev_number: 4 eprint_status: archive userid: 46 dir: disk0/00/00/17/83 datestamp: 2013-09-17 13:12:54 lastmod: 2013-09-17 13:12:54 status_changed: 2013-09-17 13:12:54 type: conference_item succeeds: 1763 metadata_visibility: show creators_name: Gnecco, Giorgio creators_name: Sanguineti, Marcello creators_name: Zoppoli, Riccardo creators_id: giorgio.gnecco@imtlucca.it creators_id: creators_id: title: Exploiting Structural Results in Approximate Dynamic Programming ispublished: pub subjects: QA75 divisions: CSA full_text_status: none pres_type: paper note: 22nd European Conference on operational research 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. date: 2007 date_type: completed pagerange: 159 event_title: EURO XXII event_location: Prague, Czech Republic event_dates: July 8th-11th, 2007 event_type: conference refereed: TRUE related_url_url: http://euro2007.vse.cz/ related_url_type: org citation: Gnecco, Giorgio and Sanguineti, Marcello and Zoppoli, Riccardo Exploiting Structural Results in Approximate Dynamic Programming. In: EURO XXII, July 8th-11th, 2007, Prague, Czech Republic p. 159. (2007)