Solving MDPs using Two-timescale Simulated Annealing with Multiplicative Weights.
Mohammed Shahid AbdullaShalabh BhatnagarPublished in: ACC (2007)
Keyphrases
- simulated annealing
- semi markov decision processes
- combinatorial optimization
- markov decision processes
- markov decision problems
- reinforcement learning
- tabu search
- evolutionary algorithm
- sequential decision making problems
- state space
- weighted sum
- genetic algorithm
- simulated annealing algorithm
- linear combination
- solution quality
- relative importance
- weighting scheme
- algebraic decision diagrams
- optimization method
- genetic algorithm ga
- optimal policy
- global optimum
- initial state
- finite horizon
- average reward
- transition matrices
- factored markov decision processes
- dynamic programming