Solving POMDPs using quadratically constrained linear programs.
Christopher AmatoDaniel S. BernsteinShlomo ZilbersteinPublished in: AAMAS (2006)
Keyphrases
- search algorithm
- linear program
- interior point methods
- linear programming
- lagrange multipliers
- semi infinite
- optimal solution
- primal dual
- column generation
- stochastic programming
- interior point
- simplex method
- multistage stochastic
- dynamic programming
- mixed integer
- objective function
- linear programming problems
- np hard
- extreme points
- integer program
- convex functions
- mixed integer linear program
- nelder mead
- learning algorithm
- metaheuristic
- computational complexity
- strongly polynomial
- market equilibrium