A dimensionality reduction approach for many-objective Markov Decision Processes: Application to a water reservoir operation problem.
Matteo GiulianiStefano GalelliRodolfo Soncini-SessaPublished in: Environ. Model. Softw. (2014)
Keyphrases
- markov decision processes
- dimensionality reduction
- state space
- reinforcement learning
- optimal policy
- dynamic programming
- finite state
- decision theoretic planning
- risk sensitive
- finite horizon
- policy iteration
- factored mdps
- action space
- decision processes
- average reward
- reachability analysis
- transition matrices
- planning under uncertainty
- average cost
- partially observable
- infinite horizon
- high dimensional