An Online Policy Gradient Algorithm for Markov Decision Processes with Continuous States and Actions

Machine Learning and Knowledge Discovery in Databases - Lecture Notes in Computer Science ◽

10.1007/978-3-662-44851-9_23 ◽

2014 ◽

pp. 354-369 ◽

Author(s):

Yao Ma ◽

Tingting Zhao ◽

Kohei Hatano ◽

Masashi Sugiyama

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Gradient Algorithm ◽

Continuous States ◽

Policy Gradient ◽

Markov Decision

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Deterministic policy gradient algorithms for semi‐Markov decision processes

International Journal of Intelligent Systems ◽

10.1002/int.22709 ◽

2021 ◽

Author(s):

Ashkan Haji Hosseinloo ◽

Munther A. Dahleh

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Gradient Algorithms ◽

Policy Gradient ◽

Markov Decision

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Relative Q-Learning for Average-Reward Markov Decision Processes with Continuous States

SSRN Electronic Journal ◽

10.2139/ssrn.3993508 ◽

2021 ◽

Author(s):

Xiangyu Yang ◽

Jiaqiao Hu ◽

Jianqiang Hu

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Continuous States ◽

Markov Decision

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Policy gradient in Lipschitz Markov Decision Processes

Machine Learning ◽

10.1007/s10994-015-5484-1 ◽

2015 ◽

Vol 100 (2-3) ◽

pp. 255-283 ◽

Author(s):

Matteo Pirotta ◽

Marcello Restelli ◽

Luca Bascetta

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Policy Gradient ◽

Markov Decision

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A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1583460 ◽

2006 ◽

Author(s):

Ying He ◽

M.C. Fu ◽

S.I. Marcus

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Gradient Algorithm ◽

Simulation Based ◽

Markov Decision

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A policy gradient method for semi-Markov decision processes with application to call admission control

European Journal of Operational Research ◽

10.1016/j.ejor.2006.02.023 ◽

2007 ◽

Vol 178 (3) ◽

pp. 808-818 ◽

Author(s):

Sumeetpal S. Singh ◽

Vladislav B. Tadić ◽

Arnaud Doucet

Keyword(s):

Admission Control ◽

Markov Decision Processes ◽

Gradient Method ◽

Call Admission Control ◽

Decision Processes ◽

Call Admission ◽

Policy Gradient ◽

Markov Decision

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The policy gradient estimation of continuous-time hidden markov decision processes

2005 IEEE International Conference on Information Acquisition ◽

10.1109/icia.2005.1635101 ◽

2006 ◽

Author(s):

Li Yanjie ◽

Yin Baoqun ◽

Xi Hongsheng

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Hidden Markov ◽

Decision Processes ◽

Gradient Estimation ◽

Policy Gradient ◽

Markov Decision

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Policy gradient stochastic approximation algorithms for adaptive control of constrained time varying markov decision processes

42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475) ◽

10.1109/cdc.2003.1273053 ◽

2004 ◽

Author(s):

F.J. Vazquez Abad ◽

V. Krishnamurthy

Keyword(s):

Adaptive Control ◽

Approximation Algorithms ◽

Markov Decision Processes ◽

Stochastic Approximation ◽

Decision Processes ◽

Time Varying ◽

Policy Gradient ◽

Markov Decision

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Learning Control of Dynamical Systems Based on Markov Decision Processes: Research Frontiers and Outlooks

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.00673 ◽

2012 ◽

Vol 38 (5) ◽

pp. 673-687 ◽

Author(s):

Xin XU ◽

Dong SHEN ◽

Yan-Qing GAO ◽

Kai WANG

Keyword(s):

Dynamical Systems ◽

Markov Decision Processes ◽

Learning Control ◽

Decision Processes ◽

Markov Decision ◽

Research Frontiers

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A Framework for Modeling Bounded Rationality: Mis-Specified Bayesian-Markov Decision Processes

SSRN Electronic Journal ◽

10.2139/ssrn.2710475 ◽

2016 ◽

Author(s):

Ignacio Esponda ◽

Demian Pouzo

Keyword(s):

Bounded Rationality ◽

Markov Decision Processes ◽

Decision Processes ◽

Markov Decision

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A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes

Journal of the Operational Research Society ◽

10.1038/sj/jors/0431109 ◽

1992 ◽

Vol 43 (11) ◽

pp. 1095-1102

Author(s):

D J White

Keyword(s):

Markov Decision Processes ◽

Infinite Horizon ◽

Decision Processes ◽

Markov Decision

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