Potential-based online policy iteration algorithms for Markov decision processes
文献类型：期刊论文
| 作者 | Fang, HT ; Cao, XR
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2004-04-01 |
| 卷号 | 49期号:4页码:493-505 |
| 关键词 | Markov decision process potential recursive optimization |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2004.825647 |
| 英文摘要 | Performance potentials play a crucial role in performance sensitivity analysis and policy iteration of Markov decision processes. The potentials can be estimated on a single sample path of a Markov process. In this paper, we propose two potential-based online policy iteration algorithms for performance optimization of Markov systems. The algorithms are based on online estimation of potentials and stochastic approximation. We prove that with these two algorithms the optimal. policy can be attained after it finite number of iterations. A simulation example,is given to illustrate the main ideas and the convergence rates of the algorithms. |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000220884800003 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19741]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Fang, HT |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China 2.Hong Kong Univ Sci & Technol, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Fang, HT,Cao, XR. Potential-based online policy iteration algorithms for Markov decision processes[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2004,49(4):493-505. |
| APA | Fang, HT,&Cao, XR.(2004).Potential-based online policy iteration algorithms for Markov decision processes.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,49(4),493-505. |
| MLA | Fang, HT,et al."Potential-based online policy iteration algorithms for Markov decision processes".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 49.4(2004):493-505. |
入库方式： OAI收割
来源：数学与系统科学研究院
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