Geometry of distribution-constrained optimal stopping problems
نویسندگان
چکیده
منابع مشابه
Optimal Stopping Problems
In the last lecture, we have analyzed the behavior of TD(λ) for approximating the costtogo function in autonomous systems. Recall that much of the analysis was based on the idea of sampling states according to their stationary distribution. This was done either explicitly, as was assumed in approximate value iteration, or implicitly through the simulation or observation of system trajectories...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2018
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-017-0805-x