2 search results - page 1 / 1 » Finite-sample Analysis of Bellman Residual Minimization |
JMLR
2010
13 years 1 months ago
2010
We consider the Bellman residual minimization approach for solving discounted Markov decision problems, where we assume that a generative model of the dynamics and rewards is avai...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
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...