A unified approach to Markov decision problems and performance sensitivity analysis.
Xi-Ren CaoPublished in: Autom. (2000)
Keyphrases
- sensitivity analysis
- markov decision problems
- linear programming
- state space
- managerial insights
- influence diagrams
- expected utility
- decision theoretic
- optimal policy
- reinforcement learning
- partially observable
- decision processes
- dynamic programming
- queueing networks
- utility function
- transition probabilities
- markov decision processes
- linear program
- policy iteration
- multi agent
- state transitions
- markov decision process
- average cost
- real valued
- reward function
- infinite horizon
- decision problems
- dynamical systems
- model checking
- supervised learning
- objective function