Title
Finite-Horizon Markov Decision Processes with Sequentially-Observed Transitions
Abstract
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize costs) in a given stochastic dynamical environment. In this paper, we extend this model by incorporating additional information that the transitions due to actions can be sequentially observed. The proposed model benefits from this information and produces policies with better performance than those of standard MDPs. The paper also presents an efficient offline linear programming based algorithm to synthesize optimal policies for the extended model.
Year
Venue
Field
2015
CoRR
Mathematical optimization,Computer science,Markov decision process,Linear programming,Finite horizon,Action selection
DocType
Volume
Citations 
Journal
abs/1507.01151
0
PageRank 
References 
Authors
0.34
4
2
Name
Order
Citations
PageRank
Mahmoud El Chamie1427.18
behcet acikmese211.04