A unified framework for linear function approximation of value functions in stochastic control

Matilde Sánchez Fernández, Sergio Valcarcel Macua, Santiago Zazo. A unified framework for linear function approximation of value functions in stochastic control. In 21st European Signal Processing Conference, EUSIPCO 2013, Marrakech, Morocco, September 9-13, 2013. pages 1-5, IEEE, 2013. [doi]

Abstract

Abstract is missing.