Memorias de investigación
Communications at congresses:
A Unified Framework for Linear Function Approximation of Value Functions in Stochastic Control
Year:2013
Research Areas
  • Electronic technology and of the communications
Information
Abstract
This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions
International
Si
Congress
EUSIPCO, Signal Processing Conference
960
Place
Morocco
Reviewers
Si
ISBN/ISSN
2219-5491
Start Date
09/09/2013
End Date
13/09/2013
From page
1
To page
5
Proceedings of EUSIPCO
Participants
Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Grupo de Aplicaciones del Procesado de Señal (GAPS)
  • Departamento: Señales, Sistemas y Radiocomunicaciones