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140
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ICML
2006
IEEE
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Machine Learning
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ICML 2006
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Fast direct policy evaluation using multiscale analysis of Markov diffusion processes
16 years 3 months ago
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www.cs.umass.edu
Policy evaluation is a critical step in the approximate solution of large Markov decision processes (MDPs), typically requiring O(|S|3 ) to directly solve the Bellman system of |S...
Mauro Maggioni, Sridhar Mahadevan
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