Analyzing the Impact of Computation in Adaptive Dynamic Programming for Stochastic LQR Problem.
Wenhan CaoAlexandre CaponeSandra HircheWei PanPublished in: CoRR (2024)
Keyphrases
- dynamic programming
- optimal control
- forward and backward
- efficient computation
- markov decision processes
- neural network
- locally optimal
- stochastic optimization
- monte carlo
- data driven
- markov chain
- linear programming
- multiresolution
- greedy algorithm
- case study
- adaptive learning
- image processing
- infinite horizon
- information systems
- learning algorithm
- database