Convergence Rates of Posterior Distributions in Markov Decision Process.
Zhen LiEric B. LaberPublished in: CoRR (2019)
Keyphrases
- markov decision process
- convergence rate
- posterior distribution
- probability distribution
- state space
- latent variables
- parameter estimation
- markov decision processes
- reinforcement learning
- step size
- optimal policy
- bayesian framework
- infinite horizon
- posterior probability
- initial state
- hyperparameters
- maximum a posteriori
- policy iteration
- gaussian distribution
- probabilistic model
- transition probabilities
- reward function
- prior information
- active learning
- search space
- finite state
- pairwise
- average cost
- feature selection
- learning algorithm
- machine learning