Constrained dynamic programming with two discount factors: applications and an algorithm.
Eugene A. FeinbergAdam ShwartzPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- dynamic programming
- improved algorithm
- learning algorithm
- matching algorithm
- computational complexity
- linear programming
- times faster
- high accuracy
- estimation algorithm
- experimental evaluation
- significant improvement
- objective function
- optimal solution
- particle swarm optimization
- computationally efficient
- recognition algorithm
- tree structure
- convergence rate
- preprocessing
- selection algorithm
- piecewise linear
- classification algorithm
- segmentation algorithm
- theoretical analysis
- state space
- computational cost
- multiscale