Simulation-Based Optimization Algorithms for Finite-Horizon Markov Decision Processes
نویسندگان
چکیده
منابع مشابه
Simulation-Based Optimization Algorithms for Finite-Horizon Markov Decision Processes
We develop four simulation-based algorithms for finite-horizon Markov decision processes. Two of these algorithms are developed for finite state and compact action spaces while the other two are for finite state and finite action spaces. Of the former two, one algorithm uses a linear parameterization for the policy, resulting in reduced memory complexity. Convergence analysis is briefly sketche...
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ژورنال
عنوان ژورنال: SIMULATION
سال: 2008
ISSN: 0037-5497,1741-3133
DOI: 10.1177/0037549708098120