Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell. A New Optimal Stepsize for Approximate Dynamic Programming. IEEE Trans. Automat. Contr., 60(3):743-758, 2015. [doi]
@article{RyzhovFP15,
title = {A New Optimal Stepsize for Approximate Dynamic Programming},
author = {Ilya O. Ryzhov and Peter I. Frazier and Warren B. Powell},
year = {2015},
doi = {10.1109/TAC.2014.2357134},
url = {http://dx.doi.org/10.1109/TAC.2014.2357134},
researchr = {https://researchr.org/publication/RyzhovFP15},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {60},
number = {3},
pages = {743-758},
}