A reinforcement learning based algorithm for finite horizon Markov decision processes

Bhatnagar, Shalabh and Abdulla, Mohammed Shahid (2006) A reinforcement learning based algorithm for finite horizon Markov decision processes. In: 45th IEEE Conference on Decision and Control,, Dec 13-15, 2006, San Diego, CA, pp. 5519-5524.

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Abstract

We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication.

Item Type:	Conference Paper
Series.:	IEEE Conference on Decision and Control
Publisher:	Institute of Electrical and Electronics Engineers
Additional Information:	Copyright 2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre:	Division of Electrical Sciences > Computer Science & Automation
Date Deposited:	31 Aug 2010 05:42
Last Modified:	22 Feb 2012 06:52
URI:	http://eprints.iisc.ac.in/id/eprint/30451

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