Tractable Algorithms for Sequential Decision Making Problems Nikhil Bhat Sequential decision making problems are ubiquitous in a number of research areas such as operations research, finance, engineering and computer science. The main challenge with these problems comes from the fact that, firstly, there...
In data science, researchers typically deal with data that contain noisy observations. An important problem explored by data scientists in this context is the problem of sequential decision making. This is commonly known as a "stochastic multi-armed bandit"(stochastic MAB). Here, an intelligent age...
Simple Decisions Part II: Sequential Problems Exact Solution Methods Approximate Value Functions Online Planning Policy Search Policy Gradient Estimation Policy Gradient Optimization Actor-Critic Methods Policy Validation Part III: Model Uncertainty Exploration and Exploitation Model-Based Methods Model-Free Metho...
Algorithms for sequential decision-making Sequential decision making is a fundamental task faced by any intelligent agent in an extended interaction with its environment; it is the act of answering... ML Littman - Brown University 被引量: 659发表: 1996年 Sequential randomized algorithms for sampled...
斯坦福-决策算法 - Algorithms for Decision Making.pdf,Algorithms for DecisionMaking Contents Preface xix Acknowledgments xxi 1 Introduction 1 1.1 Decision Making 1 1.2 Applications 2 1.3 Methods 5 1.4 History 7 1.5 SocietalImpact 12 1.6 Overview 14 part i
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems...
Introduction Multistage stochastic programming (MSP) provides a practical framework for modeling and solving problems on sequential decision-making under uncertainty. This framework allows us to avoid myopic plans by considering a decision’s effect on long-term costs and future choices. It also allows...
It includes new material on sequential structure, searching and priority search trees. The Algorithm Design Manual (Steven S. Skiena) This book serves as the primary textbook for any algorithm design course while maintaining its status as the premier practical reference guide to algorithms, ...
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of the well-known va...
Hidden-Mode Markov Decision Processes for Nonstationary Sequential Decision Making Samuel P. M. Choi, Dit-Yan Yeung, Nevin L. Zhang Pages 264-287 Pricing in Agent Economies Using Neural Networks and Multi-agent Q-Learning Gerald Tesauro