The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space.
Rolando Cavazos-CadenaPublished in: Kybernetika (2009)
Keyphrases
- markov chain
- state space
- poisson equation
- markov decision chains
- risk sensitive
- markov decision processes
- markov decision problems
- finite state
- boundary conditions
- transition probabilities
- dynamic programming
- steady state
- optimal policy
- optimal control
- reinforcement learning
- average cost
- monte carlo
- state variables
- partially observable
- utility function
- policy iteration
- model free
- markov model
- random walk
- state transition
- markov decision process
- belief state
- search space
- particle filter
- infinite horizon
- control policies
- action space
- average reward
- graph cuts
- dynamical systems
- decision theoretic
- search algorithm
- bayesian networks