Semi-infinite Markov decision processes.
Ming ChenJerzy A. FilarKe LiuPublished in: Math. Methods Oper. Res. (2000)
Keyphrases
- markov decision processes
- semi infinite
- linear program
- dynamic programming
- semidefinite
- optimality conditions
- reinforcement learning
- optimal policy
- linear programming
- state space
- transition matrices
- policy iteration
- decision theoretic planning
- finite dimensional
- average cost
- optimal solution
- quadratic program
- dynamic systems
- mixed integer
- semidefinite programming
- lower bound
- objective function
- machine learning