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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...
We combine three threads of research on approximate dynamic programming: sparse random sampling of states, value function and policy approximation using local models, and using lo...
A new spectral approach to value function approximation has recently been proposed to automatically construct basis functions from samples. Global basis functions called proto-val...
We investigate some approaches to solving nonconvex global optimization problems by convex nonlinear programming methods. We assume that the problem becomes convex when selected va...
In this paper, we study a flexible piecewise approximation technique based on the use of the idea of the partition of unity. The approximations are piecewisely defined, globally sm...