Regression Methods for Stochastic Control Problems and Their Convergence Analysis.
Denis BelomestnyAnastasia KolodkoJohn SchoenmakersPublished in: SIAM J. Control. Optim. (2010)
Keyphrases
- control problems
- convergence analysis
- regression methods
- regression model
- linear regression
- optimal control
- stochastic control
- reinforcement learning
- regression method
- global convergence
- logistic regression
- adaptive control
- partial least squares
- convergence rate
- least squares
- k nearest neighbour
- approximation methods
- optimality conditions
- artificial neural networks
- decision trees
- neural network
- optimization methods
- machine learning