A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees.
Daniela Pucci de FariasBenjamin Van RoyPublished in: Math. Oper. Res. (2006)
Keyphrases
- average cost
- approximate dynamic programming
- linear program
- linear programming
- initial state
- long run
- markov decision processes
- finite number
- semi infinite
- optimal solution
- markov decision chains
- finite horizon
- finite state
- infinite horizon
- control policy
- total cost
- optimal control
- mixed integer
- optimal policy
- objective function
- dynamic programming
- multistage
- factored mdps
- policy iteration
- np hard
- integer programming
- markov decision process
- stationary policies
- cost function