AIPS
2011
13 years 4 months ago
2011
Research in efficient methods for solving infinite-horizon MDPs has so far concentrated primarily on discounted MDPs and the more general stochastic shortest path problems (SSPs...
CORR
2010
Springer
14 years 25 days ago
2010
Springer
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...
ICML
2010
IEEE
14 years 1 months ago
2010
IEEE
Standard Reinforcement Learning (RL) aims to optimize decision-making rules in terms of the expected return. However, especially for risk-management purposes, other criteria such ...