Non-parametric Approximate Dynamic Programming via the Kernel Method.
Nikhil BhatCiamac C. MoallemiVivek F. FariasPublished in: NIPS (2012)
Keyphrases
- approximate dynamic programming
- kernel methods
- linear program
- reinforcement learning
- support vector
- dynamic programming
- stochastic dynamic programming
- step size
- kernel function
- feature space
- support vector machine
- machine learning
- kernel matrix
- learning tasks
- reproducing kernel hilbert space
- control policy
- reproducing kernel
- policy iteration
- markov decision processes
- linear programming
- least squares
- average cost
- data mining
- optimal solution