From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming.
Peyman Mohajerin EsfahaniTobias SutterDaniel KuhnJohn LygerosPublished in: CoRR (2017)
Keyphrases
- error bounds
- approximate dynamic programming
- linear program
- dynamic programming
- theoretical analysis
- finite sets
- stochastic dynamic programming
- reinforcement learning
- step size
- worst case
- finite number
- average cost
- control policy
- linear programming
- policy iteration
- search algorithm
- sufficient conditions
- cost function