Markov decision processes with uncertain transition rates: sensitivity and robust control.
Suresh KalyanasundaramEdwin K. P. ChongNess B. ShroffPublished in: CDC (2002)
Keyphrases
- markov decision processes
- robust stability
- reinforcement learning
- dynamic programming
- optimal policy
- state space
- finite state
- transition matrices
- reachability analysis
- infinite horizon
- risk sensitive
- finite horizon
- decentralized control
- decision theoretic planning
- optimal control
- average cost
- policy iteration
- reinforcement learning algorithms
- control problems
- semi markov decision processes
- decision processes
- planning under uncertainty
- decision making
- control system
- factored mdps
- average reward
- action space
- state abstraction
- control policies
- decision problems
- markov decision process
- sensitivity analysis