Approximate Dynamic Programming
Approximate Dynamic Programming
Under the 2 sources of error (estimation + function approximation), what can we say about resulting estimates?
The Bellman Optimality Operator

The Bellman Expectation Operator

Dynamic Programming with Bellman Operators

Approximate DP

Approximate Value Iteration

q-value version:

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Some concrete instances of AVI
Fitted Q-iteration with Linear Approximation:


Fitted Q-iteration with other Approximations:

Fitted Q-iteration (General recipe)

Fitted Q-iteration (General recipe: DQN)
Fitted Q-iteration (General recipe: Batch RL - 1)
Fitted Q-iteration (General recipe: Batch RL - 2)
Fitted Q-iteration (General recipe: Dyna)
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- Title: Approximate Dynamic Programming
- Author: wy
- Created at : 2023-07-23 09:24:25
- Updated at : 2023-07-23 09:51:41
- Link: https://yue-ruby-w.site/2023/07/23/2023-07-23-RL-step8-RLstep8/
- License: This work is licensed under CC BY-NC-SA 4.0.