313 search results - page 1 / 63 » Consistent Approximations and Approximate Functions and Grad... |
SIAMCO
2002
13 years 4 months ago
2002
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 4 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
We present the first temporal-difference learning algorithm for off-policy control with unrestricted linear function approximation whose per-time-step complexity is linear in the ...
GECCO
2010
Springer
13 years 8 months ago
2010
Springer
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...
ICML
1995
IEEE
14 years 5 months ago
1995
IEEE
A number of reinforcement learning algorithms have been developed that are guaranteed to converge to the optimal solution when used with lookup tables. It is shown, however, that ...