A linear programming methodology for approximate dynamic programming
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Applied Mathematics and Computer Science"
DOI: 10.34768/amcs-2020-0028
Abstract: Abstract The linear programming (LP) approach to solve the Bellman equation in dynamic programming is a well-known option for finite state and input spaces to obtain an exact solution. However, with function approximation or continuous… read more here.
Keywords: methodology; approximate dynamic; linear programming; dynamic programming ... See more keywords