Mean-Variance Optimization in Markov Decision Processes
Shie MannorJohn N. TsitsiklisPublished in: CoRR (2011)
Keyphrases
- markov decision processes
- state space
- finite state
- reinforcement learning
- transition matrices
- dynamic programming
- reinforcement learning algorithms
- decision theoretic planning
- policy iteration
- optimal policy
- model based reinforcement learning
- factored mdps
- planning under uncertainty
- average reward
- reachability analysis
- finite horizon
- partially observable
- decision processes
- state and action spaces
- action sets
- action space
- markov decision process
- infinite horizon
- data mining
- stochastic shortest path
- risk sensitive
- utility function
- search space
- learning algorithm