Approximate Linear Programming for Average-Cost Dynamic Programming.
Daniela Pucci de FariasBenjamin Van RoyPublished in: NIPS (2002)
Keyphrases
- average cost
- linear programming
- dynamic programming
- linear program
- markov decision processes
- optimal control
- optimal policy
- infinite horizon
- approximate dynamic programming
- piecewise linear
- multistage
- markov decision problems
- finite horizon
- markov decision chains
- state space
- inventory models
- column generation
- control policy
- holding cost
- quadratic programming
- setup cost
- reinforcement learning
- objective function
- knapsack problem
- feasible solution
- stereo matching
- finite number
- integer programming
- initial state
- optimal solution
- long run
- action sets
- risk sensitive
- stationary policies
- greedy algorithm
- np hard
- total cost
- finite state
- real time