Data-driven approximate dynamic programming: A linear programming approach.

Tobias Sutter Angeliki Kamoutsi Peyman Mohajerin Esfahani John Lygeros

Published in: CDC (2017)

Keyphrases

approximate dynamic programming
data driven
linear program
linear programming
dynamic programming
stochastic dynamic programming
average cost
factored mdps
objective function
optimal solution
np hard
reinforcement learning
policy iteration
genetic algorithm
search algorithm