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» Global Optimization for Value Function Approximation
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ECAI
2010
Springer
13 years 8 months ago
Bayesian Monte Carlo for the Global Optimization of Expensive Functions
In the last decades enormous advances have been made possible for modelling complex (physical) systems by mathematical equations and computer algorithms. To deal with very long run...
Perry Groot, Adriana Birlutiu, Tom Heskes
WSC
2004
13 years 8 months ago
Stochastic Approximation with Simulated Annealing as an Approach to Global Discrete-Event Simulation Optimization
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Matthew H. Jones, K. Preston White
ICML
2005
IEEE
14 years 8 months ago
Finite time bounds for sampling based fitted value iteration
In this paper we consider sampling based fitted value iteration for discounted, large (possibly infinite) state space, finite action Markovian Decision Problems where only a gener...
Csaba Szepesvári, Rémi Munos
CDC
2010
IEEE
182views Control Systems» more  CDC 2010»
13 years 2 months ago
An approximate dual subgradient algorithm for multi-agent non-convex optimization
We consider a multi-agent optimization problem where agents aim to cooperatively minimize a sum of local objective functions subject to a global inequality constraint and a global ...
Minghui Zhu, Sonia Martínez
NIPS
2000
13 years 8 months ago
APRICODD: Approximate Policy Construction Using Decision Diagrams
We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and p...
Robert St-Aubin, Jesse Hoey, Craig Boutilier