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A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing.

Venkata L. Raju ChinthalapatiS. Bhatnagar
Published in: CDC (2006)
Keyphrases
  • optimal solution
  • dynamic programming
  • np hard
  • objective function
  • cost function
  • worst case
  • learning algorithm
  • computational complexity
  • optimal path
  • optimization algorithm
  • gradient method
  • actor critic