تقرير
Approximation of Convex Envelope Using Reinforcement Learning
| العنوان: | Approximation of Convex Envelope Using Reinforcement Learning |
|---|---|
| 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 |
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