A Structure-aware Online Learning Algorithm for Markov Decision Processes.
Arghyadip RoyVivek S. BorkarAbhay KarandikarPrasanna ChaporkarPublished in: VALUETOOLS (2019)
Keyphrases
- markov decision processes
- learning algorithm
- reinforcement learning
- reinforcement learning algorithms
- state space
- optimal policy
- finite state
- transition matrices
- policy iteration
- risk sensitive
- dynamic programming
- planning under uncertainty
- reachability analysis
- factored mdps
- infinite horizon
- reward function
- partially observable
- action space
- average reward
- learning tasks
- state abstraction
- policy evaluation
- decision processes
- finite horizon
- model based reinforcement learning
- optimal solution
- action sets
- state and action spaces
- decision theoretic planning
- average cost
- multistage