IEEE - Institute of Electrical and Electronics Engineers, Inc. - On constraint sampling in the linear programming approach to approximate linear programming

42nd IEEE International Conference on Decision and Control

Author(s): D.P. de Farias ; B. Van Roy
Sponsor(s): Honeywell Lab.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2003
Conference Location: Maui, HI, USA
Conference Date: 9 December 2003
Volume: 3
Page Count: 6
ISBN (Paper): 0-7803-7924-1
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.2003.1272986
Regular:

In the linear programming approach to approximate dynamic programming, one tries to solve a certain linear program - the ALP -, which has a relatively small number K of variables but an... View More

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