PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Learning for stochastic dynamic programming
Sylvain Gelly, Jeremie Mary and Olivier Teytaud
In: 11th European Symposium on Artificial Neural Networks, 26 - 28 April, Bruges Belgium.


We present experimental results about learning function values (i.e. Bellman values) in stochastic dynamic programming (SDP). All results come from openDP (, a freely available source code, and therefore can be reproduced. The goal is an independent comparison of learning methods in the framework of SDP.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:2434
Deposited By:Sylvain Gelly
Deposited On:22 November 2006