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JMLR
2006
124views more  JMLR 2006»
14 years 11 months ago
Policy Gradient in Continuous Time
Policy search is a method for approximately solving an optimal control problem by performing a parametric optimization search in a given class of parameterized policies. In order ...
Rémi Munos
IJON
2007
99views more  IJON 2007»
14 years 11 months ago
A relative trust-region algorithm for independent component analysis
In this paper we present a method of parameter optimization, relative trust-region learning, where the trust-region method and the relative optimization [21] are jointly exploited...
Heeyoul Choi, Seungjin Choi
ISCIS
2003
Springer
15 years 4 months ago
A New Continuous Action-Set Learning Automaton for Function Optimization
In this paper, we study an adaptive random search method based on continuous action-set learning automaton for solving stochastic optimization problems in which only the noisecorr...
Hamid Beigy, Mohammad Reza Meybodi
JSCIC
2007
89views more  JSCIC 2007»
14 years 11 months ago
Dispersion and Dissipation Error in High-Order Runge-Kutta Discontinuous Galerkin Discretisations of the Maxwell Equations
Different time-stepping methods for a nodal high-order discontinuous Galerkin discretisation of the Maxwell equations are discussed. A comparison between the most popular choices o...
D. Sármány, M. A. Botchev, Jaap J. W...
SIAMCO
2002
121views more  SIAMCO 2002»
14 years 11 months ago
Consistent Approximations and Approximate Functions and Gradients in Optimal Control
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...
Olivier Pironneau, Elijah Polak