Title :
A Reinforcement Learning Based Algorithm for Finite Horizon Markov Decision Processes
Author :
Bhatnagar, Shalabh ; Abdulla, Mohammed Shahid
Author_Institution :
Dept. of Comput. Sci. & Autom., Indian Inst. of Sci., Bangalore
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
Keywords :
Markov processes; decision theory; learning (artificial intelligence); actor-critic algorithms; capacity switching; communication network; finite action space; finite horizon Markov decision process; finite state space; flow control; normalized Hadamard matrix; reinforcement learning; semiconductor fabrication; timescale stochastic approximation; Approximation algorithms; Communication networks; Communication system control; Computational modeling; Convergence; Costs; Learning; Poisson equations; Recursive estimation; Stochastic processes; Finite horizon Markov decision processes; actor-critic algorithms; normalized Hadamard matrices; reinforcement learning; two timescale stochastic approximation;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377190
