Stopping small-sample stochastic approximation.

David W. Hutchison James C. Spall

Published in: ACC (2009)

Keyphrases

small sample
stochastic approximation
monte carlo
sample size
high dimensional
support vector machine
feature selection
ls svm
reinforcement learning
data sets
policy iteration
theoretical guarantees
prior knowledge
dynamic programming
artificial neural networks
feature space
markov decision processes