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• W1569273527 abstract "We consider projected equations for approximate solution of high-dimensional fixed point problems within lowdimensional subspaces. We introduce an analytical framework based on an equivalence with variational inequalities, and a class of iterative algorithms that may be implemented with low-dimensional simulation. These algorithms originated in approximate dynamic programming (DP), where they are collectively known as temporal difference (TD) methods. Even when specialized to DP, our methods include extensions/new versions of TD methods, which offer special implementation advantages and reduced overhead over the standard LSTD and LSPE methods. We discuss deterministic and simulation-based versions of our methods and we show a sharp qualitative distinction between them: the performance of the former is greatly affected by direction and feature scaling, yet the latter asymptotically perform identically, regardless of scaling." @default.
• W1569273527 created "2016-06-24" @default.
• W1569273527 creator A5039911471 @default.
• W1569273527 date "2009-01-01" @default.
• W1569273527 modified "2023-09-27" @default.
• W1569273527 title "Projected Equations, Variational Inequalities, and Temporal Difference Methods" @default.
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• W1569273527 hasPublicationYear "2009" @default.
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