Learning for stochastic dynamic programming
Sylvain Gelly, Jérémie Mary, Olivier Teytaud · HAL (Le Centre pour la Communication Scientifique Directe) · 2006
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.