Policy Iteration and the Max-Plus Finite Element Method.
D. McCaffreyPublished in: SIAM J. Control. Optim. (2008)
Keyphrases
- finite element method
- policy iteration
- markov decision processes
- finite element
- numerical simulations
- model free
- optimal policy
- fixed point
- reinforcement learning
- boundary conditions
- sample path
- numerical solution
- least squares
- finite state
- diffuse optical tomography
- markov decision process
- temporal difference
- numerical methods
- finite element model
- infinite horizon
- average cost
- optimal control
- convergence rate
- linear programming
- function approximation
- graphical models
- multiscale
- shape from shading