An Efficient Simulation-Based Policy Improvement with Optimal Computing Budget Allocation Based on Accumulated Samples
Markov decision processes (MDPs) are widely used to model stochastic systems to deduce optimal decision-making policies. As the transition probabilities are usually unknown in MDPs, simulation-based policy improvement (SBPI) using a base policy to derive optimal policies when the state transition pr...
Main Authors: | Choi, S.H (Author), Huang, X. (Author) |
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Format: | Article |
Language: | English |
Published: |
MDPI
2022
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Subjects: | |
Online Access: | View Fulltext in Publisher |
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