Keyphrases
- optimal policy
- markov decision processes
- markov decision process
- markov decision problems
- policy search
- finite horizon
- reinforcement learning
- state space
- policy iteration
- average reward
- partially observable
- reward function
- infinite horizon
- state and action spaces
- action space
- dynamic programming
- policy evaluation
- reinforcement learning problems
- average cost
- risk measures
- portfolio selection
- semi markov decision processes
- decision processes
- continuous state spaces
- long run
- nonparametric estimation
- robust optimization
- decision problems
- factored mdps
- expected reward
- objective function
- control policies
- initial state
- reinforcement learning algorithms
- continuous state
- discounted reward
- action selection
- least squares
- factored markov decision processes