An Actor-Critic Algorithm for Finite Horizon Markov Decision Processes
Data(s) |
2006
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Resumo |
We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication. |
Formato |
application/pdf |
Identificador |
http://eprints.iisc.ernet.in/41968/1/10.1.1.142.3279.pdf Bhatnagar, Shalabh and Abdulla, Mohammed Shahid (2006) An Actor-Critic Algorithm for Finite Horizon Markov Decision Processes. In: Proceedings of the 45th IEEE Conference on Decision & Control Manchester Grand Hyatt Hotel, December 13-15, 2006, San Diego, CA. |
Relação |
http://eprints.iisc.ernet.in/41968/ |
Palavras-Chave | #Computer Science & Automation (Formerly, School of Automation) |
Tipo |
Conference Paper PeerReviewed |