Non-Parametric Approximate Dynamic Programming via the Kernel Method
This paper presents a novel non-parametric approximate dynamic programming (ADP) algorithm that enjoys graceful approximation and sample complexity guarantees. In particular, we establish both theoretically and computationally that our proposal can serve as a viable alternative to state-of-the-art p...
Main Authors: | Bhat, Nikhil (Author), Farias, Vivek F. (Contributor), Moallemi, Ciamac C. (Author) |
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Other Authors: | Sloan School of Management (Contributor) |
Format: | Article |
Language: | English |
Published: |
Neural Information Processing Systems Foundation,
2014-09-11T12:56:58Z.
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Subjects: | |
Online Access: | Get fulltext |
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