Successive Approximation Methods for Solving Nested Functional Equations in Markov Decision Problems.

Awi Federgruen Paul J. Schweitzer

Published in: Math. Oper. Res. (1984)

Keyphrases

markov decision problems
approximation methods
function approximators
belief state
partially observable
state space
reinforcement learning
decision theoretic
linear programming
neural network
function approximation
optimal policy