337 search results - page 7 / 68 » Mean-Variance Optimization in Markov Decision Processes |
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast informati...
AIPS
2011
12 years 11 months ago
2011
In this paper, we present a new algorithm that integrates recent advances in solving continuous bandit problems with sample-based rollout methods for planning in Markov Decision P...
AAAI
1998
13 years 9 months ago
1998
We present a technique for computing approximately optimal solutions to stochastic resource allocation problems modeled as Markov decision processes (MDPs). We exploit two key pro...
ALT
2008
Springer
14 years 4 months ago
2008
Springer
Abstract. We consider an upper confidence bound algorithm for Markov decision processes (MDPs) with deterministic transitions. For this algorithm we derive upper bounds on the onl...
LICS
2007
IEEE
14 years 1 months ago
2007
IEEE
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...