This paper presents a new problem solving approach that is able to generate optimal policy solution for finite-state stochastic sequential decision-making problems with high data efficiency. The proposed algorithm iteratively builds and improves an approximate Markov Decision Process (MDP) model along with cost-to-go value approximates by generating finite length trajectories through the state-...

1) MSc of Biochemistry,Tehran Payame Noor University, Isfahan Cardiovascular Research Center,Isfahan University of Medical Sciences 2) BSc of Biology, Isfahan Payame Noor University 3) PhD of Biochemistry, Associate Prof., Isfahan Cardiovascular Research Center, Isfahan University of Medical Sciences 4) PhD of Genetic engineering, Tabriz University 5) MSc of Biochemistry,Tehran Payame Noor univ...

we present a modified version of the infeasible-interior- we present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by mansouri et al. (nonlinear anal. real world appl. 12(2011) 545--561). each main step of the algorithm consists of a feasibility step and several centering steps. we use a different feasibility step, which targ...

Newton’s iteration is modified for the computation of the group inverses of singular Toeplitz matrices. At each iteration, the iteration matrix is approximated by a matrix with a low displacement rank. Because of the displacement structure of the iteration matrix, the matrix-vector multiplication involved in Newton’s iteration can be done efficiently. We show that the convergence of the modifie...