Markov decision Processes with fractional costs.
Zhiyuan RenBruce H. KroghPublished in: IEEE Trans. Autom. Control. (2005)
Keyphrases
- markov decision processes
- average cost
- state space
- optimal policy
- policy iteration
- finite state
- reinforcement learning
- dynamic programming
- decision theoretic planning
- reinforcement learning algorithms
- reachability analysis
- markov decision process
- transition matrices
- infinite horizon
- action space
- total cost
- planning under uncertainty
- expected cost
- action sets
- factored mdps
- risk sensitive
- decision processes
- model based reinforcement learning
- semi markov decision processes
- average reward
- finite horizon
- partially observable
- long run
- linear programming
- state and action spaces
- sufficient conditions
- decision problems
- optimal control