Self-guided approximate linear programs : randomized multi-shot approximation of discounted cost Markov decision processes
Parshan Pakiman, Selvaprabu Nadarajah, Negar Soheili, Qihang Lin
| Year of publication: |
2025
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|---|---|
| Authors: | Pakiman, Parshan ; Nadarajah, Selvaprabu ; Soheili, Negar ; Lin, Qihang |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 71.2025, 4, p. 3384-3404
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| Subject: | reinforcement learning | Markov decision processes | approximate dynamic programming | inventory control | approximate linear programming | options pricing | random features | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.00038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015413780