Alexandre Donze
On Temporal Differences Algorithms For Continuous System (2005)
On Temporal Differences Algorithms For Continuous System (2005)
TR-2005-8.ps
Keywords: Optimal control, hybrid systems, dynamic programming
Abstract: This report sets a general, intuitive and rigorous framework for designing temporal differences algorithms to solve optimal control problems in continuous time and space. Within this framework, we derive a version of the classical TD($\lambda$) algorithm as well as a new TD algorithm which is similar, but designed to be more accurate and to converge as fast as TD($\lambda$) for the best values of $\lambda$, without the burden of finding these values.
