Learning Policies for Markov Decision Processes From Data

DOI10.1109/TAC.2018.2866455zbMath1482.93721arXiv1701.05954OpenAlexW2581566809MaRDI QIDQ5223736

Henghui Zhu, Manjesh Kumar Hanawal, Hao Liu, Ioannis Ch. Paschalidis

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05954

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40)

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