Dynamic Programming in Probability Spaces via Optimal Transport.
Antonio TerpinNicolas LanzettiFlorian DörflerPublished in: CoRR (2023)
Keyphrases
- dynamic programming
- optimal control
- piecewise linear
- optimal policy
- dynamic programming algorithms
- optimality criterion
- coarse to fine
- state space
- probability distribution
- decision trees
- linear programming
- markov chain
- database
- exhaustive search
- data structure
- infinite horizon
- expected cost
- lagrangian relaxation
- data mining