Subgradients of value functions in parametric dynamic programming.

Bui Trong Kien Yeong-Cheng Liou Ngai-Ching Wong Jen-Chih Yao

Published in: Eur. J. Oper. Res. (2009)

Keyphrases

dynamic programming
greedy algorithm
linear programming
state space
markov decision processes
real time
decision trees
reinforcement learning
hidden markov models
basis functions
database
metadata
piecewise linear