A linear programming methodology for approximate dynamic programming.
Henry DíazAntonio SalaLeopoldo ArmestoPublished in: Int. J. Appl. Math. Comput. Sci. (2020)
Keyphrases
- approximate dynamic programming
- linear program
- linear programming
- dynamic programming
- stochastic dynamic programming
- average cost
- factored mdps
- optimal solution
- np hard
- objective function
- policy iteration
- reinforcement learning
- special case
- particle swarm optimization
- sensitivity analysis
- global optimization
- optimal control
- multiscale