Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/103452
Type: Artigo de evento
Title: Approximate Dynamic Programming Based On Expansive Projections
Author: Arruda E.F.
Do Val J.B.R.
Abstract: We present a general method to obtain convergent approximate value iteration algorithms with function approximation. The result is applicable to any arbitrary approximation architecture and generalizes existing results in the literature derived for particular approximation schemes. Additionally, we show how to obtain a convergent approximate mapping whose fixed point is the projection in the approximation space of a fixed point of the exact dynamic programming mapping with regards to a suitable subset norm. This result relies on evaluating the difference between successive iterates in the selected subset norm, which provides convergent procedures for any arbitrary approximation architecture. ©2006 IEEE.
Editor: 
Rights: fechado
Identifier DOI: 
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-39649086237&partnerID=40&md5=dd049e617884a5b5fbe31576cfa8d05f
Date Issue: 2006
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
2-s2.0-39649086237.pdf171.86 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.