On an New Algorithm for Function Approximation with Full Accuracy in the Presence of Discontinuities Based on the Immersed Interface Method.
Sergio AmatZhilin LiJuan RuizPublished in: J. Sci. Comput. (2018)
Keyphrases
- function approximation
- dynamic programming
- cost function
- objective function
- model free
- similarity measure
- function approximators
- support vector machine svm
- pairwise
- learning algorithm
- convergence rate
- simulation study
- training samples
- data mining
- monte carlo
- radial basis function
- support vector
- hybrid method
- training data
- temporal difference learning