Controlled Markov Decision Processes with AVaR criteria for unbounded costs.
Kerem UgurluPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- markov decision processes
- average cost
- finite state
- reinforcement learning
- optimal policy
- transition matrices
- dynamic programming
- state space
- decision theoretic planning
- finite horizon
- policy iteration
- planning under uncertainty
- average reward
- infinite horizon
- reachability analysis
- partially observable
- action space
- risk sensitive
- model based reinforcement learning
- decision processes
- reinforcement learning algorithms
- optimality criterion
- markov decision process
- expected cost
- markov decision problems
- factored mdps
- action sets
- data mining
- initial state
- total cost
- real time dynamic programming