Solving Structured Continuous-Time Markov Decision Processes.
Kin Fai KanChristian R. SheltonPublished in: ISAIM (2008)
Keyphrases
- markov decision processes
- transition matrices
- state space
- semi markov decision processes
- policy iteration algorithm
- optimal policy
- finite state
- policy iteration
- reinforcement learning
- decision theoretic planning
- dynamic programming
- markov decision problems
- decision processes
- stochastic shortest path
- average reward
- reinforcement learning algorithms
- stationary policies
- partially observable
- markov chain
- risk sensitive
- reachability analysis
- action space
- real time dynamic programming
- planning under uncertainty
- heuristic search
- state and action spaces
- average cost
- markov decision process
- infinite horizon
- factored mdps
- finite horizon
- policy evaluation
- partially observable markov decision processes
- optimal control
- least squares
- optimal solution