Derman's book as inspiration: some results on LP for MDPs.
Lodewijk C. M. KallenbergPublished in: Ann. Oper. Res. (2013)
Keyphrases
- markov decision processes
- book presents
- linear programming
- reinforcement learning
- book covers
- factored mdps
- researchers and practitioners
- linear program
- topics covered include
- database applications
- optimal policy
- markov decision problems
- covers a wide range
- book addresses
- primal dual
- cutting edge
- graduate students
- planning under uncertainty
- state space
- data mining
- average cost
- average reward
- business applications
- approximate dynamic programming
- np hard
- optimal solution