Weighted Markov decision processes with perturbation.
Ke LiuJerzy A. FilarPublished in: Math. Methods Oper. Res. (2001)
Keyphrases
- markov decision processes
- reinforcement learning
- optimal policy
- dynamic programming
- transition matrices
- state space
- decision theoretic planning
- finite state
- policy iteration
- planning under uncertainty
- reachability analysis
- average cost
- action space
- action sets
- decision processes
- risk sensitive
- reinforcement learning algorithms
- model based reinforcement learning
- infinite horizon
- finite horizon
- factored mdps
- markov decision process
- decision diagrams
- partially observable
- state and action spaces