The Linear Programming Approach to Approximate Dynamic Programming.

Daniela Pucci de Farias Benjamin Van Roy

Published in: Oper. Res. (2003)

Keyphrases

approximate dynamic programming
linear programming
linear program
dynamic programming
stochastic dynamic programming
average cost
optimal solution
objective function
np hard
factored mdps
reinforcement learning
step size
policy iteration
multistage
control policy
data mining
search algorithm
multiscale