Non-parametric Approximate Dynamic Programming via the Kernel Method
Citations
43 citations
37 citations
Cites background from "Non-parametric Approximate Dynamic ..."
...Following a slightly different line of work, Bhat et al. (2012) propose to kernelize the linear programming formulation of dynamic programming....
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Cites methods from "Non-parametric Approximate Dynamic ..."
...…Farias and Van Roy, 2000; Tsitsiklis and Roy, 1996; Tsitsiklis and Van Roy, 1999; Geramifard et al., 2013), approximate linear programming (De Farias and Van Roy, 2003; De Farias and Van Roy, 2004; Desai et al., 2012a), and nonparametric methods are used (Ormoneit and Sen, 2002; Bhat et al., 2012)....
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References
33 citations
"Non-parametric Approximate Dynamic ..." refers background in this paper
...This specific network has been studied by de Farias and Van Roy (2003); Chen and Meyn (1998); Kumar and Seidman (1990), for example, and closely related networks have been studied by Harrison and Wein (1989); Kushner and Martins (1996); Martins et al. (1996); Kumar and Muthuraman (2004)....
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27 citations
"Non-parametric Approximate Dynamic ..." refers background or methods in this paper
...Along these lines, Pazis and Parr (2011) discuss a non-parametric method that explicitly restricts the smoothness of the value function....
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...Via a computational study on a controlled queueing network, we show that our non-parametric procedure outperforms the state of the art parametric ADP approaches and established heuristics....
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