Whittle Index for Partially Observed Binary Markov Decision Processes.
Vivek S. BorkarPublished in: IEEE Trans. Autom. Control. (2017)
Keyphrases
- markov decision processes
- partially observed
- optimal policy
- expected reward
- transition matrices
- state space
- reinforcement learning
- dynamic programming
- finite state
- action space
- policy iteration
- planning under uncertainty
- reinforcement learning algorithms
- partially observable
- markov decision process
- finite horizon
- decision theoretic planning
- reachability analysis
- factored mdps
- decision processes
- average reward
- risk sensitive
- state and action spaces
- average cost
- infinite horizon
- stationary policies
- fixed point
- action sets
- model based reinforcement learning
- search algorithm