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ICML
2009
IEEE
16 years 13 days ago
Predictive representations for policy gradient in POMDPs
We consider the problem of estimating the policy gradient in Partially Observable Markov Decision Processes (POMDPs) with a special class of policies that are based on Predictive ...
Abdeslam Boularias, Brahim Chaib-draa
CDC
2008
IEEE
118views Control Systems» more  CDC 2008»
15 years 6 months ago
A density projection approach to dimension reduction for continuous-state POMDPs
Abstract— Research on numerical solution methods for partially observable Markov decision processes (POMDPs) has primarily focused on discrete-state models, and these algorithms ...
Enlu Zhou, Michael C. Fu, Steven I. Marcus
DATE
2007
IEEE
133views Hardware» more  DATE 2007»
15 years 6 months ago
Stochastic modeling and optimization for robust power management in a partially observable system
As the hardware and software complexity grows, it is unlikely for the power management hardware/software to have a full observation of the entire system status. In this paper, we ...
Qinru Qiu, Ying Tan, Qing Wu
ANOR
2010
85views more  ANOR 2010»
14 years 11 months ago
Inventory management with partially observed nonstationary demand
Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
Erhan Bayraktar, Michael Ludkovski
FOCS
2007
IEEE
15 years 6 months ago
Approximation Algorithms for Partial-Information Based Stochastic Control with Markovian Rewards
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Sudipto Guha, Kamesh Munagala