Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach.
Eugene A. FeinbergPublished in: Math. Oper. Res. (2004)
Keyphrases
- discrete event
- markov decision processes
- state space
- markov chain
- dynamical systems
- dynamic systems
- simulation model
- stationary policies
- optimal policy
- finite state
- reinforcement learning
- discrete event simulation
- infinite horizon
- average reward
- finite horizon
- dynamic programming
- transition matrices
- average cost
- optimal control
- decision theoretic planning
- policy iteration
- markov decision process
- reachability analysis
- fixed point
- state and action spaces
- partially observable
- discounted reward
- reinforcement learning algorithms
- particle filter
- factored mdps
- action sets
- action space
- planning under uncertainty
- transition probabilities
- decision problems
- complex systems
- total reward
- model based reinforcement learning
- decision processes
- belief state
- control system
- state abstraction
- search space