A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes.
Archis GhateRobert L. SmithPublished in: Oper. Res. (2013)
Keyphrases
- infinite horizon
- markov decision processes
- non stationary
- linear programming
- dynamic programming
- finite horizon
- optimal policy
- policy iteration
- state space
- linear program
- finite state
- average cost
- reinforcement learning
- partially observable
- single item
- planning under uncertainty
- np hard
- reinforcement learning algorithms
- optimal solution
- objective function
- random fields
- markov decision process
- average reward
- integer programming
- action space
- optimal control
- inventory level
- partially observable markov decision processes
- decision problems
- machine learning
- lost sales
- markov decision problems
- discount factor