On-Line Estimation of the Optimal Value Function: HJB- Estimators
Abstract
In this paper, we discuss on-line estimation strategies that model the optimal value function of a typical optimal control problem. We present a general strategy that uses local corridor solutions obtained via dynamic programming to provide local optimal con(cid:173) trol sequence training data for a neural architecture model of the optimal value function.
Cite
Text
Peterson. "On-Line Estimation of the Optimal Value Function: HJB- Estimators." Neural Information Processing Systems, 1992.Markdown
[Peterson. "On-Line Estimation of the Optimal Value Function: HJB- Estimators." Neural Information Processing Systems, 1992.](https://mlanthology.org/neurips/1992/peterson1992neurips-online/)BibTeX
@inproceedings{peterson1992neurips-online,
title = {{On-Line Estimation of the Optimal Value Function: HJB- Estimators}},
author = {Peterson, James K.},
booktitle = {Neural Information Processing Systems},
year = {1992},
pages = {319-326},
url = {https://mlanthology.org/neurips/1992/peterson1992neurips-online/}
}