3 search results - page 1 / 1 » Biasing Approximate Dynamic Programming with a Lower Discoun... |
NIPS
2008
13 years 6 months ago
2008
Most algorithms for solving Markov decision processes rely on a discount factor, which ensures their convergence. It is generally assumed that using an artificially low discount f...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
APPROX
2008
Springer
13 years 6 months ago
2008
Springer
In the field of robust optimization, the goal is to provide solutions to combinatorial problems that hedge against variations of the numerical parameters. This constitutes an effor...