4. Introduction to Approximate Dynamic Programming

  1. Warren B. Powell

Published Online: 26 SEP 2011

DOI: 10.1002/9781118029176.ch4

Approximate Dynamic Programming: Solving the Curses of Dimensionality, Second Edition

Approximate Dynamic Programming: Solving the Curses of Dimensionality, Second Edition

How to Cite

Powell, W. B. (2011) Introduction to Approximate Dynamic Programming, in Approximate Dynamic Programming: Solving the Curses of Dimensionality, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118029176.ch4

Author Information

  1. Princeton University, The Department of Operations Research and Financial Engineering, Princeton, NJ, USA

Publication History

  1. Published Online: 26 SEP 2011
  2. Published Print: 4 AUG 2011

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470604458

Online ISBN: 9781118029176

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Keywords:

  • approximate dynamic programming (ADP);
  • Q-learning and SARSA;
  • real-time dynamic programming, RTDP

Summary

This chapter contains sections titled:

  • The Three Curses of Dimensionality (Revisited)

  • The Basic Idea

  • Q-Learning and SARSA

  • Real-Time Dynamic Programming

  • Approximate Value Iteration

  • The Post-Decision State Variable

  • Low-Dimensional Representations of Value Functions

  • So Just What Is Approximate Dynamic Programming?

  • Experimental Issues

  • But Does It Work?

  • Bibliographic Notes

  • Problems