Global optimality of approximate dynamic programming and its use in non-convex function minimization.
Ali HeydariSivasubramanya Nadar BalakrishnanPublished in: Appl. Soft Comput. (2014)
Keyphrases
- convex functions
- global optimality
- approximate dynamic programming
- linear program
- linear programming
- objective function
- convex programming
- primal dual
- dynamic programming
- interior point methods
- optimal solution
- np hard
- reinforcement learning
- step size
- higher order
- supervised learning
- piecewise linear
- nonlinear programming
- control policy