First, in this algorithm, the condition expectation in the dynamic programming principle is replaced by projections on a finite set of functions.

首先通过构造一个函数的有限集替代动态规划中的条件期望，其次使用蒙特卡洛模拟和最小二乘法计算第一步中的值函数。

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First, in this algorithm, the condition expectation in the dynamic programming principle is replaced by projections on a finite set of functions.

首先通过构造一个函数的有限集替代动态规划中的条件期望，其次使用蒙特卡洛模拟和最小二乘法计算第一步中的值函数。

youdao