Markov decision processes (MDPs) are an established framework for solving sequential decision-making problems under uncertainty. In this work, we propose a new method for batchmod...
Markov decision processes (MDPs) with discrete and continuous state and action components can be solved efficiently by hybrid approximate linear programming (HALP). The main idea ...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a mo...
We address the problem of optimally controlling stochastic environments that are partially observable. The standard method for tackling such problems is to define and solve a Part...