On Finding Optimal Policies for Markovian Decision Processes Using Simulation
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چکیده
A simulation method is developed, to find an optimal policy for the expected average reward of a Markovian Decision Process. It is shown that the method is consistent, in the sense that it produces solutions arbitrarily close to the optimal. Various types of estimation errors are examined, and bounds are developed.
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تاریخ انتشار 2012