A Note on Generalized Second-Order Value Iteration in Markov Decision Processes.
Villavarayan Antony VijeshShreyas Sumithra RudreshaMohammed Shahid AbdullaPublished in: J. Optim. Theory Appl. (2023)
Keyphrases
- markov decision processes
- state space
- optimal policy
- policy iteration
- finite state
- reinforcement learning
- transition matrices
- dynamic programming
- planning under uncertainty
- average reward
- finite horizon
- decision theoretic planning
- reachability analysis
- reinforcement learning algorithms
- markov decision process
- model based reinforcement learning
- partially observable
- risk sensitive
- factored mdps
- interval estimation
- decision processes
- markov decision problems
- state and action spaces
- action sets
- semi markov decision processes
- average cost
- infinite horizon
- real time dynamic programming
- machine learning