Bayesian learning of noisy Markov decision processes
Sumeetpal S. SinghNicolas ChopinNick WhiteleyPublished in: CoRR (2012)
Keyphrases
- markov decision processes
- bayesian learning
- model selection
- finite state
- state space
- optimal policy
- reinforcement learning
- policy iteration
- dynamic programming
- transition matrices
- infinite horizon
- posterior distribution
- decision theoretic planning
- average reward
- average cost
- markov decision process
- action space
- cross validation
- optimal solution