Bellman equation

Known as: Bellman-Equation, Bellman's optimality principle, Policy function 
A Bellman equation, named after its discoverer, Richard Bellman, also known as a dynamic programming equation, is a necessary condition for… (More)
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2018
2018
We consider the exploration/exploitation problem in reinforcement learning. For exploitation, it is well known that the Bellman… (More)
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Review
2017
Review
2017
Reinforcement learning is considered to be a strong AI paradigm which can be used to teach machines through interaction with the… (More)
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Review
2017
Review
2017
We give an overview of recent exciting achievements of deep reinforcement learning (RL). We discuss six core elements, six… (More)
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2012
2012
We study utility maximization for power utility random fields with and without intermediate consumption in a general… (More)
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2012
2012
There is an increasing number of applications whose trajectories are better modeled by discontinuous or impulsive trajectories… (More)
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2009
2009
  • Miroslav Piŝtêk
  • 2009
In this article, an efficient algorithm for an optimal decision strategy approximation is introduced. It approximates the Bellman… (More)
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2007
2007
In this paper we present a dynamic programming formulation of a hybrid optimal control problem for bimodal systems with regional… (More)
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Highly Cited
2003
Highly Cited
2003
We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We define a… (More)
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Highly Cited
1998
Highly Cited
1998
In this paper we develop a new method to approximate the solution to the Hamilton-JacobiBellman (HJB) equation which arises in… (More)
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Highly Cited
1997
Highly Cited
1997
In this paper we study the convergence of the Galerkin approximation method applied to the generalized Hamilton-Jacobi-Bellman… (More)
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