Simulation-based Algorithms for Markov Decision Processes
Chang, Hyeong Soo / Marcus, Steven I. / Hu, Jiaqiao / Fu, Michael C.![Simulation-based Algorithms for Markov Decision Processes](https://support.digitalhusky.com/media/annotations/sorted/231/23151066/CHSBZCOP0323151066.jpg)
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. It is well-known that many real-world problems modeled by MDPs have huge state and/or action spaces, leading to the notorious curse of dimensionality that makes practical solution of the resulting models intractable. In other cases, the system of interest is compl...