Neuro-Dynamic Programming: Overview and Recent Trends
Neuro-dynamic programming is comprised of algorithms for solving large-scale stochastic control problems. Many ideas underlying these algorithms originated in the field of artificial intelligence and were motivated to some extent by descriptive models of animal behavior. This chapter provides an overview of the history and state-of-the-art in neuro-dynamic programming, as well as a review of recent results involving two classes of algorithms that have been the subject of much recent research activity: temporal-difference learning and actor-critic methods.