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Nonlinear programming in approximate dynamic programming - bang-bang solutions, stock-management and unsmooth penalties

Olivier Teytaud, Sylvain Gelly. Nonlinear programming in approximate dynamic programming - bang-bang solutions, stock-management and unsmooth penalties. In Janan Zaytoon, Jean-Louis Ferrier, Juan Andrade-Cetto, Joaquim Filipe, editors, ICINCO 2007, Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics, Intelligent Control Systems and Optimization, Angers, France, May 9-12, 2007. pages 47-54, INSTICC Press, 2007.

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Olivier Teytaud

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Sylvain Gelly

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