Solvency Markov Decision Processes with Interest.
Tomás BrázdilTaolue ChenVojtech ForejtPetr NovotnýAistis SimaitisPublished in: FSTTCS (2013)
Keyphrases
- markov decision processes
- state space
- finite state
- optimal policy
- policy iteration
- reinforcement learning
- decision theoretic planning
- transition matrices
- dynamic programming
- infinite horizon
- markov decision process
- reachability analysis
- finite horizon
- planning under uncertainty
- partially observable
- factored mdps
- reinforcement learning algorithms
- action space
- decision processes
- average reward
- average cost
- model based reinforcement learning
- lot sizing
- risk sensitive
- search algorithm
- state and action spaces
- reward function
- machine learning