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...

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Bibliographic Details
Main Authors: Bethke, Brett M., How, Jonathan P.
Other Authors: Massachusetts Institute of Technology. Aerospace Controls Laboratory
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers / American Automatic Control Council 2011
Online Access:http://hdl.handle.net/1721.1/66203
https://orcid.org/0000-0001-8576-1930