Robust, risk-sensitive, and data-driven control of Markov Decision Processes

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2007. === Includes bibliographical references (p. 201-211). === Markov Decision Processes (MDPs) model problems of sequential decision-making under uncertainty. They have been studied and...

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Bibliographic Details
Main Author: Le Tallec, Yann
Other Authors: D. Simester and J.N. Tsitsiklis.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2007
Subjects:
Online Access:http://hdl.handle.net/1721.1/38598