Breaking the Curse of Dimension in Multi-Marginal Kantorovich Optimal Transport on Finite State Spaces.
Gero FrieseckeDaniela VöglerPublished in: SIAM J. Math. Anal. (2018)
Keyphrases
- finite state
- markov chain
- average cost
- markov decision processes
- action sets
- model checking
- optimal policy
- dynamic programming
- partially observable markov decision processes
- optimal solution
- high dimensional data
- continuous state
- stationary policies
- state space
- information retrieval
- machine learning
- policy iteration algorithm
- tree automata
- vector quantizer
- optimal control
- decision problems