Approximate policy iteration: A survey and some new methods
We consider the classical policy iteration method of dynamic programming (DP), where approximations and simulation are used to deal with the curse of dimensionality. We survey a number of issues: convergence and rate of convergence of approximate policy evaluation methods, singularity and susceptibi...
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| Format: | Article |
| Language: | English |
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Springer-Verlag,
2012-09-28T17:46:49Z.
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| Online Access: | Get fulltext |