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Conference Papers Year : 2006

Learning for stochastic dynamic programming

Sylvain Gelly
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Jérémie Mary
Olivier Teytaud

Abstract

We present experimental results about learning function values (i.e. Bellman values) in stochastic dynamic programming (SDP). All results come from openDP (opendp.sourceforge.net), a freely available source code, and therefore can be reproduced. The goal is an independent comparison of learning methods in the framework of SDP.
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Dates and versions

inria-00112796 , version 1 (09-11-2006)

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  • HAL Id : inria-00112796 , version 1

Cite

Sylvain Gelly, Jérémie Mary, Olivier Teytaud. Learning for stochastic dynamic programming. 11th European Symposium on Artificial Neural Networks (ESANN), Apr 2006, bruges Belgium. ⟨inria-00112796⟩
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