A General Framework for Bounding Approximate Dynamic Programming Schemes
IEEE Control Systems Letters(2021)
摘要
For years, there has been interest in approximation methods for solving dynamic programming problems, because of the inherent complexity in computing optimal solutions characterized by Bellman's principle of optimality. A wide range of approximate dynamic programming (ADP) methods now exists. It is of great interest to guarantee that the performance of an ADP scheme be at least some known fraction...
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关键词
Optimal control,Optimization,Linear programming,Dynamic programming,Markov processes,Complexity theory
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