Approximate Solutions to Markov Decision Processes (1999)
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BibTeX
@TECHREPORT{Gordon99approximatesolutions,
author = {Geoffrey J. Gordon},
title = {Approximate Solutions to Markov Decision Processes},
institution = {},
year = {1999}
}
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Abstract
One of the basic problems of machine learning is deciding how to act in an uncertain world. For example, if I want my robot to bring me a cup of coffee, it must be able to compute the correct sequence of electrical impulses to send to its motors to navigate from the coffee pot to my office. In fact, since the results of its actions are not completely predictable, it is not enough just to compute the correct sequence; instead the robot must sense and correct for deviations from its intended path. In order for any machine learner to act reasonably in an uncertain environment, it must solve problems like the above one quickly and reliably. Unfortunately, the world is often so complicated that it is difficult or impossible to find the optimal sequence of actions to achieve a given goal. So, in order to scale our learners up to real-world problems, we usually must settle for approximate solutions. One representation for a learner's environment and goals is a Markov decision process or MDP. ...







