Dynamic Programming and Value-Function Approximation in Sequential Decision Problems: Error Analysis and Numerical Results

Mauro Gaggero; Giorgio Gnecco; Marcello Sanguineti

doi:10.1007/s10957-012-0118-2

Dynamic Programming and Value-Function Approximation in Sequential Decision Problems: Error Analysis and Numerical Results

Journal of Optimization Theory and Applications ◽

10.1007/s10957-012-0118-2 ◽

2012 ◽

Vol 156 (2) ◽

pp. 380-416 ◽

Cited By ~ 24

Author(s):

Mauro Gaggero ◽

Giorgio Gnecco ◽

Marcello Sanguineti

Keyword(s):

Dynamic Programming ◽

Error Analysis ◽

Function Approximation ◽

Value Function ◽

Numerical Results ◽

Decision Problems ◽

Sequential Decision ◽

Value Function Approximation ◽

Sequential Decision Problems

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On dynamic programming for sequential decision problems under a general form of uncertainty

Mathematical Methods of Operations Research ◽

10.1007/bf01194249 ◽

1997 ◽

Vol 45 (1) ◽

pp. 81-107 ◽

Cited By ~ 1

Author(s):

Paolo Dai Pra ◽

Wolfgang J. Runggaldier ◽

Cristina Rudari

Keyword(s):

Dynamic Programming ◽

Decision Problems ◽

Sequential Decision ◽

Sequential Decision Problems

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Optimal Train Control by Approximate Dynamic Programming: Comparison of Three Value Function Approximation Methods*

2018 21st International Conference on Intelligent Transportation Systems (ITSC) ◽

10.1109/itsc.2018.8569440 ◽

2018 ◽

Author(s):

Tong Liu ◽

Jing Xun ◽

Jiateng Yin ◽

Xiao Xiao

Keyword(s):

Dynamic Programming ◽

Function Approximation ◽

Value Function ◽

Approximate Dynamic Programming ◽

Approximation Methods ◽

Value Function Approximation ◽

Train Control

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Approximate dynamic programming for the aeromedical evacuation dispatching problem: Value function approximation utilizing multiple level aggregation

Omega ◽

10.1016/j.omega.2018.12.009 ◽

2020 ◽

Vol 91 ◽

pp. 102020 ◽

Cited By ~ 3

Author(s):

Matthew J. Robbins ◽

Phillip R. Jenkins ◽

Nathaniel D. Bastian ◽

Brian J. Lunday

Keyword(s):

Dynamic Programming ◽

Function Approximation ◽

Value Function ◽

Approximate Dynamic Programming ◽

Multiple Level ◽

Aeromedical Evacuation ◽

Value Function Approximation

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Adaptive value function approximation for continuous-state stochastic dynamic programming

Computers & Operations Research ◽

10.1016/j.cor.2012.11.016 ◽

2013 ◽

Vol 40 (4) ◽

pp. 1076-1084 ◽

Cited By ~ 7

Author(s):

Huiyuan Fan ◽

Prashant K. Tarun ◽

Victoria C.P. Chen

Keyword(s):

Dynamic Programming ◽

Function Approximation ◽

Stochastic Dynamic Programming ◽

Value Function ◽

Stochastic Dynamic ◽

Value Function Approximation ◽

Adaptive Value ◽

Continuous State

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Flexibility and Adjustment to Information in Sequential Decision Problems

10.1007/978-3-642-95671-3 ◽

1991 ◽

Cited By ~ 5

Author(s):

Armin Schmutzler

Keyword(s):

Decision Problems ◽

Sequential Decision ◽

Sequential Decision Problems

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ON INVARIANT RULES IN A SEQUENCE OF BAYES SEQUENTIAL DECISION PROBLEMS

Memoirs of the Faculty of Science Kyushu University Series A Mathematics ◽

10.2206/kyushumfs.27.175 ◽

1973 ◽

Vol 27 (1) ◽

pp. 175-181

Author(s):

Akimichi OKUMA

Keyword(s):

Decision Problems ◽

Sequential Decision ◽

Sequential Decision Problems

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A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications

Journal of Control Theory and Applications ◽

10.1007/s11768-011-0313-y ◽

2011 ◽

Vol 9 (3) ◽

pp. 336-352 ◽

Cited By ~ 17

Author(s):

Warren B. Powell ◽

Jun Ma

Keyword(s):

Function Approximation ◽

Value Function ◽

Policy Iteration ◽

Stochastic Algorithms ◽

Value Function Approximation ◽

Approximate Policy Iteration

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Generating Artificial Neural Networks for Value Function Approximation in a Domain Requiring a Shifting Strategy

Applications of Evolutionary Computation - Lecture Notes in Computer Science ◽

10.1007/978-3-642-37192-9_30 ◽

2013 ◽

pp. 294-303 ◽

Cited By ~ 1

Author(s):

Ransom K. Winder

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Function Approximation ◽

Value Function ◽

Value Function Approximation ◽

Shifting Strategy ◽

Artificial Neural

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Corrections to “Sequential Decision Problems for Processes with Continuous Time Parameter. Testing Hypotheses”

Collected Papers ◽

10.1007/978-1-4613-8505-9_11 ◽

1985 ◽

pp. 100-100

Author(s):

A. Dvoretzky ◽

J. Kiefer ◽

J. Wolfowitz

Keyword(s):

Continuous Time ◽

Time Parameter ◽

Decision Problems ◽

Sequential Decision ◽

Testing Hypotheses ◽

Sequential Decision Problems

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Correction Notes: Corrections to "Sequential Decision Problems for Processes with Continuous Time Parameter-Testing Hypothesis"

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177706115 ◽

1959 ◽

Vol 30 (4) ◽

pp. 1265-1265

Author(s):

A. Dvoretzky ◽

J. Kiefer ◽

J. Wolfowitz

Keyword(s):

Continuous Time ◽

Time Parameter ◽

Decision Problems ◽

Testing Hypothesis ◽

Sequential Decision ◽

Sequential Decision Problems

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