Quasi-random sampling for approximate dynamic programming.
Cristiano CervelleraMauro GaggeroDanilo MacciòRoberto MarcialisPublished in: IJCNN (2013)
Keyphrases
- random sampling
- approximate dynamic programming
- linear program
- active learning
- stochastic dynamic programming
- reinforcement learning
- dynamic programming
- sample size
- sampling algorithm
- sampling procedure
- step size
- control policy
- stratified sampling
- sliding window
- reservoir sampling
- random samples
- random sample
- policy iteration
- sampling methods
- average cost
- linear programming
- computational complexity
- learning process
- evolutionary algorithm
- data sets
- model selection