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Conjecture on the lack of state feedback in affine value function approximation
Let $T$ be the set of time periods, let $X$ be the set of feasible states, and let $x$ be a state strictly inside $X$ . In affine value function approximation, the gradient of the a…
Conjectureopenapproximate-dynamic-programming dynamic-programming pricingarXiv posted 2 days ago
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Feasibility of sampling-based approximate dynamic programming for CVaR MDPs
A CVaR Markov decision process has a Bellman equation that is contracting, and let a sampling-based approximate dynamic programming approach be applied to it. Sampling-based approx…
Conjectureopenapproximate-dynamic-programming markov-decision-processes risk-sensitive-controlarXiv posted 2 days ago

Conjecture on the lack of state feedback in affine value function approximation