This course covers reinforcement learning aka dynamic programming, which is a modeling principle capturing dynamic environments and stochastic nature of events. The main goal is to learn dynamic ...

It is proved that under certain assumptions there exists a stationary optimal plan for the discounted dynamic programming problem with continuous state and action spaces. Publisher Information The ...

We propose a dynamic programming algorithm for the one-dimensional Fused Lasso Signal Approximator (FLSA). The proposed algorithm has a linear running time in the worst case. A similar approach is ...