Vulcan: A Monte Carlo Algorithm for Large Chance Constrained MDPs with Risk Bounding Functions.
Benjamin J. AytonBrian C. WilliamsPublished in: CoRR (2018)
Keyphrases
- monte carlo
- monte carlo simulation
- dynamic programming
- importance sampling
- markov chain
- objective function
- cost function
- learning algorithm
- np hard
- worst case
- linear programming
- search space
- particle filter
- ant colony optimization
- computational complexity
- optimal solution
- model free
- computationally tractable
- policy evaluation
- matrix inversion
- monte carlo tree search