Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Planning methods for deterministic planning problems traditionally exploit factored representations to encode the dynamics of problems in terms of a set of parameters, e.g., the l...
Partially observable Markov decision processes (POMDPs) are widely used for planning under uncertainty. In many applications, the huge size of the POMDP state space makes straightf...
Joni Pajarinen, Jaakko Peltonen, Ari Hottinen, Mik...
Motivated by the allocation problem facing publishers in display advertising we formulate the online assignment with forecast problem, a version of the online allocation problem w...
Erik Vee, Sergei Vassilvitskii, Jayavel Shanmugasu...
Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP i...