discounted dynamic programming Latest Research Papers

Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution

2016 IEEE 55th Conference on Decision and Control (CDC) ◽

10.1109/cdc.2016.7798559 ◽

2016 ◽

Author(s):

Ioannis Tzortzis ◽

Charalambos D. Charalambous ◽

Themistoklis Charalambous

Keyword(s):

Dynamic Programming ◽

Total Variation ◽

Conditional Distribution ◽

Infinite Horizon ◽

Discounted Dynamic Programming

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Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming

Operations Research Letters ◽

10.1016/j.orl.2014.07.006 ◽

2014 ◽

Vol 42 (6-7) ◽

pp. 429-431 ◽

Cited By ~ 3

Author(s):

Eugene A. Feinberg ◽

Jefferson Huang ◽

Bruno Scherrer

Keyword(s):

Dynamic Programming ◽

Policy Iteration ◽

Discounted Dynamic Programming ◽

Strongly Polynomial

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The value iteration algorithm is not strongly polynomial for discounted dynamic programming

Operations Research Letters ◽

10.1016/j.orl.2013.12.011 ◽

2014 ◽

Vol 42 (2) ◽

pp. 130-131 ◽

Cited By ~ 12

Author(s):

Eugene A. Feinberg ◽

Jefferson Huang

Keyword(s):

Dynamic Programming ◽

Iteration Algorithm ◽

Value Iteration ◽

Discounted Dynamic Programming ◽

Value Iteration Algorithm ◽

Strongly Polynomial

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Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming

Mathematics of Operations Research ◽

10.1287/moor.1110.0532 ◽

2012 ◽

Vol 37 (1) ◽

pp. 66-94 ◽

Cited By ~ 13

Author(s):

Dimitri P. Bertsekas ◽

Huizhen Yu

Keyword(s):

Dynamic Programming ◽

Policy Iteration ◽

Q Learning ◽

Discounted Dynamic Programming

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Discounted dynamic programming with unbounded returns: Application to economic models

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2010.08.073 ◽

2011 ◽

Vol 378 (2) ◽

pp. 450-462 ◽

Cited By ~ 12

Author(s):

Anna Jaśkiewicz ◽

Andrzej S. Nowak

Keyword(s):

Dynamic Programming ◽

Economic Models ◽

Discounted Dynamic Programming

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Q-learning and enhanced policy iteration in discounted dynamic programming

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717930 ◽

2010 ◽

Cited By ~ 9

Author(s):

Dimitri P. Bertsekas ◽

Huizhen Yu

Keyword(s):

Dynamic Programming ◽

Policy Iteration ◽

Q Learning ◽

Discounted Dynamic Programming

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On discounted dynamic programming with unbounded returns

Economic Theory ◽

10.1007/s00199-010-0522-5 ◽

2010 ◽

Vol 46 (3) ◽

pp. 455-474 ◽

Cited By ~ 19

Author(s):

Janusz Matkowski ◽

Andrzej S. Nowak

Keyword(s):

Dynamic Programming ◽

Discounted Dynamic Programming

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Discounted Dynamic Programming Under Uncertainty

Random Dynamical Systems ◽

10.1017/cbo9780511618628.008 ◽

2010 ◽

pp. 379-418

Author(s):

Rabi Bhattacharya ◽

Mukul Majumdar

Keyword(s):

Dynamic Programming ◽

Discounted Dynamic Programming

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Weighted discounted dynamic programming

[1991] Proceedings of the 30th IEEE Conference on Decision and Control ◽

10.1109/cdc.1991.261350 ◽

2002 ◽

Author(s):

E.A. Feinberg ◽

A. Shwartz

Keyword(s):

Dynamic Programming ◽

Discounted Dynamic Programming

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Discounted Dynamic Programming with Weighted Norms

Further Topics on Discrete-Time Markov Control Processes ◽

10.1007/978-1-4612-0561-6_2 ◽

1999 ◽

pp. 39-73

Author(s):

Onésimo Hernández-Lerma ◽

Jean Bernard Lasserre

Keyword(s):

Dynamic Programming ◽

Discounted Dynamic Programming ◽

Weighted Norms

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discounted dynamic programming
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution

Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming

The value iteration algorithm is not strongly polynomial for discounted dynamic programming

Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming

Discounted dynamic programming with unbounded returns: Application to economic models

Q-learning and enhanced policy iteration in discounted dynamic programming

On discounted dynamic programming with unbounded returns

Discounted Dynamic Programming Under Uncertainty

Weighted discounted dynamic programming

Discounted Dynamic Programming with Weighted Norms

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discounted dynamic programmingRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution

Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming

The value iteration algorithm is not strongly polynomial for discounted dynamic programming

Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming

Discounted dynamic programming with unbounded returns: Application to economic models

Q-learning and enhanced policy iteration in discounted dynamic programming

On discounted dynamic programming with unbounded returns

Discounted Dynamic Programming Under Uncertainty

Weighted discounted dynamic programming

Discounted Dynamic Programming with Weighted Norms

discounted dynamic programming
Recently Published Documents