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CDC
2008
IEEE
206views Control Systems» more  CDC 2008»
15 years 4 months ago
Approximate dynamic programming using support vector regression
— This paper presents a new approximate policy iteration algorithm based on support vector regression (SVR). It provides an overview of commonly used cost approximation architect...
Brett Bethke, Jonathan P. How, Asuman E. Ozdaglar
NIPS
2001
14 years 11 months ago
Model-Free Least-Squares Policy Iteration
We propose a new approach to reinforcement learning which combines least squares function approximation with policy iteration. Our method is model-free and completely off policy. ...
Michail G. Lagoudakis, Ronald Parr
ICML
2009
IEEE
15 years 10 months ago
Model-free reinforcement learning as mixture learning
We cast model-free reinforcement learning as the problem of maximizing the likelihood of a probabilistic mixture model via sampling, addressing both the infinite and finite horizo...
Nikos Vlassis, Marc Toussaint
99
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CORR
2012
Springer
235views Education» more  CORR 2012»
13 years 5 months ago
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
NIPS
1998
14 years 10 months ago
Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms
In this paper, we address two issues of long-standing interest in the reinforcement learning literature. First, what kinds of performance guarantees can be made for Q-learning aft...
Michael J. Kearns, Satinder P. Singh