Bayesian Exploration for Approximate Dynamic Programming.

Ilya O. Ryzhov Martijn R. K. Mes Warren B. Powell Gerald van den Berg

Published in: Oper. Res. (2019)

Keyphrases

approximate dynamic programming
linear program
reinforcement learning
dynamic programming
stochastic dynamic programming
step size
control policy
factored mdps
bayesian networks
linear programming
average cost
optimal solution
state space
least squares
action selection