Reinforcement Learning in Robust Markov Decision Processes.
Shiau Hong LimHuan XuShie MannorPublished in: Math. Oper. Res. (2016)
Keyphrases
- markov decision processes
- reinforcement learning
- reinforcement learning algorithms
- optimal policy
- state space
- policy iteration
- finite state
- model based reinforcement learning
- reachability analysis
- transition matrices
- partially observable
- state and action spaces
- function approximation
- average reward
- decision theoretic planning
- action space
- markov decision process
- planning under uncertainty
- risk sensitive
- action sets
- reward function
- factored mdps
- dynamic programming
- finite horizon
- state abstraction
- policy evaluation
- multi agent
- learning algorithm
- data mining
- model free
- probabilistic planning
- decision problems
- machine learning