Approximate linear programming (ALP) has emerged recently as one of the most promising methods for solving complex factored MDPs with finite state spaces. In this work we show th...
We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal...
Markov decision processes (MDPs) are controllable discrete event systems with stochastic transitions. The payoff received by the controller can be evaluated in different ways, dep...
Markov decision processes (MDPs) are controllable discrete event systems with stochastic transitions. Performances of an MDP are evaluated by a payoff function. The controller of ...
— We consider decision making in a Markovian setup where the reward parameters are not known in advance. Our performance criterion is the gap between the performance of the best ...