Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization

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Ying Chen, Feng Liu, Jay M. Rosenberger, Victoria C. P. Chen, Asama Kulvanitchaiyanunt, Yuan Zhou

Published: 2020, Last Modified: 20 May 2025Comput. Oper. Res. 2020EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•A sequential sampling algorithm for the infinite-horizon approximate dynamic programming is proposed.•A new stopping criterion to effectively identify an optimally equivalent value function is given.•The extrapolation issue of approximate value function built by MARS is explored and discussed.