تقرير
Approximation of Convex Envelope Using Reinforcement Learning
العنوان: | Approximation of Convex Envelope Using Reinforcement Learning |
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المؤلفون: | Borkar, Vivek S., Akarsh, Adit |
سنة النشر: | 2023 |
المجموعة: | Computer Science |
مصطلحات موضوعية: | Electrical Engineering and Systems Science - Systems and Control, Computer Science - Machine Learning |
الوصف: | Oberman gave a stochastic control formulation of the problem of estimating the convex envelope of a non-convex function. Based on this, we develop a reinforcement learning scheme to approximate the convex envelope, using a variant of Q-learning for controlled optimal stopping. It shows very promising results on a standard library of test problems. |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2311.14421 |
رقم الأكسشن: | edsarx.2311.14421 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |