59 search results - page 9 / 12 » On the Optimal Stochastic Impulse Control of Linear Diffusio... |
MCSS
2008
Springer
13 years 7 months ago
2008
Springer
In this paper we deal with a perturbed algebraic Riccati equation in an infinite dimensional Banach space. Besides the interest in its own right, this class of equations appears, ...
ICML
2010
IEEE
13 years 8 months ago
2010
IEEE
We present the first temporal-difference learning algorithm for off-policy control with unrestricted linear function approximation whose per-time-step complexity is linear in the ...
ECML
2006
Springer
13 years 11 months ago
2006
Springer
Reinforcement learning in real-world domains suffers from three curses of dimensionality: explosions in state and action spaces, and high stochasticity. We present approaches that ...
ICML
2000
IEEE
14 years 8 months ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
This paper studies optimal input excitation design for parametric frequency response estimation. We will focus on least-squares estimation of Finite Impulse Response (FIR) models a...