Approximate dynamic programming using model-free Bellman Residual Elimination
This paper presents an modification to the method of Bellman Residual Elimination (BRE) for approximate dynamic programming. While prior work on BRE has focused on learning an approximate policy for an underlying Markov Decision Process (MDP) when the state transition model of the MDP is known, this...
Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Institute of Electrical and Electronics Engineers / American Automatic Control Council
2011
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Online Access: | http://hdl.handle.net/1721.1/66203 https://orcid.org/0000-0001-8576-1930 |