A Practical Markov Chain Monte Carlo Approach to Decision Problems.
Timothy HuangYuriy NevmyvakaPublished in: FLAIRS Conference (2001)
Keyphrases
- decision problems
- markov chain monte carlo
- influence diagrams
- computational complexity
- posterior distribution
- markov chain
- generative model
- parameter estimation
- optimal policy
- utility function
- approximate inference
- monte carlo
- np hard
- posterior probability
- bayesian inference
- markov chain monte carlo sampling
- particle filter
- reinforcement learning
- particle filtering
- distributed systems
- dynamic programming
- search space