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» Stable Function Approximation in Dynamic Programming
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JCP
2007
143views more  JCP 2007»
15 years 3 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
ESANN
2006
15 years 5 months ago
Reducing policy degradation in neuro-dynamic programming
We focus on neuro-dynamic programming methods to learn state-action value functions and outline some of the inherent problems to be faced, when performing reinforcement learning in...
Thomas Gabel, Martin Riedmiller
ATAL
2010
Springer
14 years 10 months ago
Approximate dynamic programming with affine ADDs
The Affine ADD (AADD) is an extension of the Algebraic Decision Diagram (ADD) that compactly represents context-specific, additive and multiplicative structure in functions from a...
Scott Sanner, William T. B. Uther, Karina Valdivia...
ICCS
2007
Springer
15 years 10 months ago
A General Long-Time Molecular Dynamics Scheme in Atomistic Systems: Hyperdynamics in Entropy Dominated Systems
Abstract. We extend the hyperdynamics method developed for lowdimensional energy-dominated systems, to simulate slow dynamics in more general atomistic systems. We show that a few ...
Xin Zhou, Yi Jiang
NIPS
2000
15 years 5 months ago
APRICODD: Approximate Policy Construction Using Decision Diagrams
We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and p...
Robert St-Aubin, Jesse Hoey, Craig Boutilier