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» Stable Function Approximation in Dynamic Programming
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JCP
2007
143views more  JCP 2007»
13 years 7 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
ESANN
2006
13 years 8 months ago
Reducing policy degradation in neuro-dynamic programming
We focus on neuro-dynamic programming methods to learn state-action value functions and outline some of the inherent problems to be faced, when performing reinforcement learning in...
Thomas Gabel, Martin Riedmiller
ATAL
2010
Springer
13 years 2 months ago
Approximate dynamic programming with affine ADDs
The Affine ADD (AADD) is an extension of the Algebraic Decision Diagram (ADD) that compactly represents context-specific, additive and multiplicative structure in functions from a...
Scott Sanner, William T. B. Uther, Karina Valdivia...
ICCS
2007
Springer
14 years 1 months ago
A General Long-Time Molecular Dynamics Scheme in Atomistic Systems: Hyperdynamics in Entropy Dominated Systems
Abstract. We extend the hyperdynamics method developed for lowdimensional energy-dominated systems, to simulate slow dynamics in more general atomistic systems. We show that a few ...
Xin Zhou, Yi Jiang
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