Stochastic Differential Dynamic Programming.
Evangelos A. TheodorouYuval TassaEmo TodorovPublished in: ACC (2010)
Keyphrases
- dynamic programming
- forward and backward
- multistage
- linear programming
- data sets
- locally optimal
- databases
- stochastic optimization
- greedy algorithm
- stereo matching
- monte carlo
- markov decision processes
- linear program
- information retrieval
- dp matching
- state space
- hidden markov models
- expert systems
- reinforcement learning
- feature selection
- single machine
- stochastic model
- lagrangian relaxation
- information systems
- learning algorithm
- stochastic models
- dynamic programming algorithms