Policy iterations for reinforcement learning problems in continuous time and space — Fundamental theory and methods
Jaeyoung Lee, Richard S. Sutton
Topics & Concepts
Reinforcement learningBellman equationOptimal controlMathematical optimizationOrdinary differential equationMarkov decision processMathematicsMonotone polygonConvergence (economics)Computer scienceDifferential equationApplied mathematicsMarkov processArtificial intelligenceGeometryEconomic growthStatisticsMathematical analysisEconomicsAdaptive Dynamic Programming ControlReinforcement Learning in RoboticsMechanical Circulatory Support Devices