Non-Markovian policies in sequential decision problems

In this article we prove the validity of the Bellman Optimality Equation and related results for sequential decision problems with a general recursive structure. The characteristic feature of our approach is that also nonMarkovian policies are taken into account. The theory is motivated by some expe...

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Bibliographic Details
Main Author: Szepesvári Csaba
Format: Article
Published: 1998
Series:Acta cybernetica 13 No. 3
Kulcsszavak:Számítástechnika, Kibernetika
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Online Access:http://acta.bibl.u-szeged.hu/12592
Description
Summary:In this article we prove the validity of the Bellman Optimality Equation and related results for sequential decision problems with a general recursive structure. The characteristic feature of our approach is that also nonMarkovian policies are taken into account. The theory is motivated by some experiments with a learning robot.
Physical Description:305-318
ISSN:0324-721X