We combine three threads of research on approximate dynamic programming: sparse random sampling of states, value function and policy approximation using local models, and using lo...
We consider the problem of creating a sample view of a database table. A sample view is an indexed, materialized view that permits efficient sampling from an arbitrary range query...
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
: This paper presents a coarse coding technique and an action selection scheme for reinforcement learning (RL) in multi-dimensional and continuous state-action spaces following con...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...