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A model reference adaptive search method for stochastic optimization with applications to Markov decision processes.
Jiaqiao Hu
Michael C. Fu
Steven I. Marcus
Published in:
CDC (2007)
Keyphrases
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markov decision processes
cost function
stochastic optimization
dynamic programming
probabilistic model
objective function
state space
machine learning
reinforcement learning
computational complexity
evolutionary algorithm
theoretical framework
finite state
model free