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CDC
2010
IEEE

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Pathologies of temporal difference methods in approximate dynamic programming

15 years 1 months ago

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Approximate policy iteration methods based on temporal differences are popular in practice, and have been tested extensively, dating to the early nineties, but the associated conve...

Dimitri P. Bertsekas

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181

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CDC
2010
IEEE

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Q-learning and enhanced policy iteration in discounted dynamic programming

15 years 1 months ago

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We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...

Dimitri P. Bertsekas, Huizhen Yu

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132

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EOR
2011

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Analysis of stochastic dual dynamic programming method

15 years 1 months ago