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A NEW LEARNING ALGORITHM FOR OPTIMAL STOPPING VIVEK S. BORKAR1 , JERVIS PINTO2 , TARUN PRABHU3 Abstract: A linear programming formulation of the optimal stopping problem for Markov decision processes is approximated usi
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Document Date: 2010-10-16 23:59:13
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A NEW LEARNING ALGORITHM FOR OPTIMAL STOPPING VIVEK S. BORKAR1 , JERVIS PINTO2 , TARUN PRABHU3 Abstract: A linear programming formulation of the optimal stopping problem for Markov decision processes is approximated usi