41 citations · 160 across the 25 of their papers we have counts for
4 papers · 2 filters
Incremental Aggregated Proximal and Augmented Lagrangian Algorithms
Dimitri P. Bertsekas
We consider minimization of the sum of a large number of convex functions, and we propose an incremental aggregated version of the proximal algorithm, which bears similarity to the…
Lambda-Policy Iteration: A Review and a New Implementation
Dimitri P. Bertsekas
In this paper we discuss -policy iteration, a method for exact and approximate dynamic programming. It is intermediate between the classical value iteration (VI) and policy iter…
Incremental Gradient, Subgradient, and Proximal Methods for Convex Optimization: A Survey
Dimitri P. Bertsekas
We survey incremental methods for minimizing a sum consisting of a large number of convex component functions . Our methods consist of iterations applied…
Value and Policy Iteration in Optimal Control and Adaptive Dynamic Programming
Dimitri P. Bertsekas
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point…