期刊
NAVAL RESEARCH LOGISTICS
卷 56, 期 3, 页码 239-249出版社
WILEY
DOI: 10.1002/nav.20347
关键词
approximate dynamic programming; reinforcement learning; neuro-dynamic programming; stochastic optimization; Monte Carlo simulation
资金
- Air Force Office of Scientific Research [AFOSR-F49620-93-1-0098]
Approximate dynamic programming (ADP) is a broad umbrella for a modeling and algorithmic strategy for solving problems that are sometimes large and complex, and are usually (but not always) stochastic. It is most often presented as a method for overcoming the classic curse of dimensionality that is well-known to plague the use of Bellman's equation. For many problems, there are actually up to three curses of dimensionality. But the richer message of approximate dynamic programming is learning what to learn, and how to learn it, to make better decisions over time. This article provides a brief review of approximate dynamic programming, without intending to be a complete tutorial. Instead, our goal is to provide a broader perspective of ADP and how it should be approached from the perspective of different problem classes. (C) 2009 Wiley Periodicals, Inc. Naval Research Logistics 56: 239-249,2009
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