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Conference papers

Optimal Decision with Continuous Actions

Laurent Jeanpierre 1 Shlomo Zilberstein François Charpillet 1
1 MAIA - Autonomous intelligent machine
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
Abstract : In this article, we show an original method for solving decision problems with continuous actions. From a deterministic modelling of the problem with non-linear differential equations, we compute the value function based on an approximation by finite elements, which is known to converge to the optimal value. The elements to add are chosen by carefully solving the formal system of equations so that the optimal value could be attained with as few elements as possible. || Dans cet article, nous présentons une méthode originale permettant de résoudre des problèmes de décision dotés d'un espace d'action continu. En se basant sur une modélisation du problème sous la forme d'un système d'équations différentielles non linéaires
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Conference papers
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https://hal.inria.fr/inria-00099977
Contributor : Publications Loria <>
Submitted on : Tuesday, September 26, 2006 - 10:13:01 AM
Last modification on : Thursday, January 11, 2018 - 6:19:51 AM

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  • HAL Id : inria-00099977, version 1

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Laurent Jeanpierre, Shlomo Zilberstein, François Charpillet. Optimal Decision with Continuous Actions. Processus de Décision Markoviens et Intelligence Artificielle - PDMIA'2004, 2004, Paris, France, 15 p. ⟨inria-00099977⟩

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