Contextual Markov Decision Processes using Generalized Linear Models.
Aditya ModiAmbuj TewariPublished in: CoRR (2019)
Keyphrases
- markov decision processes
- generalized linear models
- regression model
- logistic regression
- optimal policy
- linear regression
- finite state
- state space
- reinforcement learning
- policy iteration
- decision theoretic planning
- dynamic programming
- high dimensional
- transition matrices
- markov decision process
- infinite horizon
- average cost
- action sets
- machine learning
- mixture model
- probabilistic inference
- model selection
- least squares
- regression methods
- dirichlet process
- bayesian networks
- decision trees