Fast Optimization of Weighted Sparse Decision Trees for use in Optimal Treatment Regimes and Optimal Policy Design.
Ali BehrouzMathias LécuyerCynthia RudinMargo I. SeltzerPublished in: CoRR (2022)
Keyphrases
- optimal policy
- decision trees
- state dependent
- finite horizon
- dynamic programming
- markov decision processes
- state space
- develop a mathematical model
- average reward
- decision problems
- asymptotically optimal
- infinite horizon
- stochastic demand
- reinforcement learning
- finite state
- sufficient conditions
- markov decision process
- optimal production