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Table Of Contents

6.1 GENERAL ISSUES OF COST APPROXIMATION
6.1.1 Approximation Architectures
6.1.2 Approximate Policy Iteration
6.1.3 Direct and Indirect Approximation
6.1.5 The Role of Contraction Mappings
6.1.6 The Role of Monte Carlo Simulation
6.2 DIRECT POLICY EVALUATION - GRADIENT METHODS
6.3.1 The Projected Bellman Equation
6.3.2 Deterministic Iterative Methods
6.3.3 Simulation-Based Methods
6.3.6 Policy Oscillations – Chattering
6.3.7 Multistep Simulation-Based Methods
6.4.2 Q-Learning and Approximate Policy Iteration
6.4.3 Q-Learning for Optimal Stopping Problems
6.5.1 Cost and Q-Factor Approximation by Aggregation
6.5.2 Approximate Policy and Value Iteration
6.6 STOCHASTIC SHORTEST PATH PROBLEMS
6.7.1 Approximate Policy Evaluation
6.7.2 Approximate Policy Iteration
6.7.3 Q-Learning for Average Cost Problems
6.8 SIMULATION-BASED SOLUTION OF LARGE SYSTEMS
6.8.1 Projected Equations - Simulation-Based Versions
6.8.2 Matrix Inversion and Regression-Type Methods
6.8.3 Iterative/LSPE-Type Methods
6.8.4 Extension of Q-Learning for Optimal Stopping
6.8.5 Bellman Equation Error-Type Methods
6.8.7 Generalized Aggregation by Simulation
6.9 APPROXIMATION IN POLICY SPACE
6.9.2 Computing the Gradient by Simulation
6.9.3 Essential Features of Critics
6.9.4 Approximations in Policy and Value Space
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Dynamic Programming and Optimal Control

Dynamic Programming and Optimal Control

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Published by Zhanru Cao

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Published by: Zhanru Cao on Jan 20, 2012
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04/28/2013

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