A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions.
Ari ArapostathisVivek S. BorkarPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- dynamic programming
- detection algorithm
- optimal solution
- computational complexity
- learning algorithm
- recognition algorithm
- theoretical analysis
- computational cost
- improved algorithm
- significant improvement
- k means
- preprocessing
- experimental evaluation
- cost function
- worst case
- high accuracy
- input data
- matching algorithm
- markov decision processes
- times faster
- search space
- convergence rate