Piecewise linear Markov decision processes with an application to partially observable Markov models
This dissertation applies policy improvement and successive approximation or value iteration to a general class of Markov decision processes with discounted costs. In particular, a class of Markov decision processes, called piecewise-linear, is studied. Piecewise-linear processes are characterized...
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| Language: | English |
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2010
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| Online Access: | http://hdl.handle.net/2429/20920 |