Warm-Starting Nested Rollout Policy Adaptation with Optimal Stopping.
Chen DangCristina BazganTristan CazenaveMorgan ChopinPierre-Henri WuilleminPublished in: AAAI (2023)
Keyphrases
- optimal stopping
- finite horizon
- optimal policy
- infinite horizon
- markov decision process
- brownian motion
- markov decision processes
- multistage
- state space
- optimal control
- average cost
- long run
- dynamic programming
- parallel machines
- machine learning
- asymptotically optimal
- differential equations
- sufficient conditions
- probabilistic model