1 code implementation • 9 Jan 2020 • Parshan Pakiman, Selvaprabu Nadarajah, Negar Soheili, Qihang Lin
Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain policies and lower bounds on the optimal policy cost of discounted-cost Markov decision processes (MDPs).
no code implementations • 7 Aug 2019 • Qihang Lin, Selvaprabu Nadarajah, Negar Soheili, Tianbao Yang
We design a stochastic feasible level set method (SFLS) for SOECs that has low data complexity and emphasizes feasibility before convergence.
