Optimal Decision with Continuous Actions - Archive ouverte HAL Access content directly
Conference Papers Year : 2004

Optimal Decision with Continuous Actions

(1) , , (1)
1
Laurent Jeanpierre
Shlomo Zilberstein
  • Function : Author

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
Not file

Dates and versions

inria-00099977 , version 1 (26-09-2006)

Identifiers

  • HAL Id : inria-00099977 , version 1

Cite

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⟩
125 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More