Fast optimization of weighted sparse decision trees for use in optimal treatment regimes and optimal policy design.
Ali BehrouzMathias LécuyerCynthia RudinMango I. SeltzerPublished in: CIKM Workshops (2022)
Keyphrases
- optimal policy
- decision trees
- finite horizon
- state dependent
- asymptotically optimal
- dynamic programming
- infinite horizon
- reinforcement learning
- average cost
- long run
- decision problems
- multistage
- state space
- optimal strategy
- lost sales
- stochastic demand
- average reward
- serial inventory systems
- develop a mathematical model
- average reward reinforcement learning
- bayesian reinforcement learning
- periodic review
- control policies
- markov chain
- markov decision process
- steady state
- expected cost
- finite state