Approximate Dynamic Programming and Applications: An Overview
讲座名称：
Approximate Dynamic Programming and Applications: An Overview
讲座时间：
2009-07-15
讲座人：
Dimitri P. Bertsekas
形式：
校区：
兴庆校区
实践学分：
讲座内容：
Dynamic programming suffers from the curse of dimensionality: an exponential growth of computational requirements as the problem size increases. This has led to extensive work over the last twenty years on the methodology of approximate dynamic programming or reinforcement learning, which is based on various types of approximations and simulation, and can deal with problems of very large size. In this talk, an overview about these methodologies is introduced.
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