Continuous-time Markov decision processes with nth-bias optimality criteria.

Junyu Zhang Xi-Ren Cao

Published in: Autom. (2009)

Keyphrases

markov decision processes
optimality criteria
state space
finite state
dynamic programming
optimal policy
reinforcement learning
transition matrices
markov chain
policy iteration

stationary policies
optimal control
planning under uncertainty
reinforcement learning algorithms
reachability analysis
average cost
decision theoretic planning
average reward
factored mdps
action space

markov decision process
partially observable
infinite horizon
dynamical systems
model based reinforcement learning
heuristic search
state and action spaces
finite horizon
variance reduction

planning problems
semi markov decision processes
objective function
model checking
action sets
evaluation function
state abstraction
risk sensitive
reward function