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91
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NIPS
2004
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Information Technology
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NIPS 2004
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A Cost-Shaping LP for Bellman Error Minimization with Performance Guarantees
15 years 4 months ago
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books.nips.cc
We introduce a new algorithm based on linear programming that approximates the differential value function of an average-cost Markov decision process via a linear combination of p...
Daniela Pucci de Farias, Benjamin Van Roy
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