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Approximate Dynamic Programming with Affine ADDs AbstractThe Affine ADD (AADD) is an extension of the Algebraic Decision Diagram (ADD) that compactly represents context specific, additive and multiplicative structure in functions from a discrete domain to a real-valued range. In this paper, we introduce a novel algorithm for efficiently finding AADD approximations that we use to develop the MADCAP algorithm for AADD-based structured approximate dynamic programming (ADP) with factored MDPs. MADCAP requires less time and space to achieve comparable or better approximate solutions than the current state-of-the-art ADD-based ADP algorithm of APRICODD and can provide approximate solutions for problems with context-specific, additive and multiplicative structure on which APRICODD runs out of memory.
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