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» Error Bounds for Approximate Policy Iteration
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NIPS
2008
13 years 8 months ago
Regularized Policy Iteration
In this paper we consider approximate policy-iteration-based reinforcement learning algorithms. In order to implement a flexible function approximation scheme we propose the use o...
Amir Massoud Farahmand, Mohammad Ghavamzadeh, Csab...
DAGSTUHL
2008
13 years 8 months ago
Error Bounds for Lanczos Approximations of Rational Functions of Matrices
Abstract. Having good estimates or even bounds for the error in computing approximations to expressions of the form f(A)v is very important in practical applications. In this paper...
Andreas Frommer, Valeria Simoncini
CORR
2010
Springer
170views Education» more  CORR 2010»
13 years 7 months ago
Global Optimization for Value Function Approximation
Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bili...
Marek Petrik, Shlomo Zilberstein
CDC
2008
IEEE
206views Control Systems» more  CDC 2008»
14 years 1 months ago
Approximate dynamic programming using support vector regression
— This paper presents a new approximate policy iteration algorithm based on support vector regression (SVR). It provides an overview of commonly used cost approximation architect...
Brett Bethke, Jonathan P. How, Asuman E. Ozdaglar
EWRL
2008
13 years 8 months ago
New Error Bounds for Approximations from Projected Linear Equations
We consider linear fixed point equations and their approximations by projection on a low dimensional subspace. We derive new bounds on the approximation error of the solution, whi...
Huizhen Yu, Dimitri P. Bertsekas