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Information Theoretic Learning Methods for Markov Decision Processes With Parametric Uncertainty

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자료유형학위논문
서명/저자사항Information Theoretic Learning Methods for Markov Decision Processes With Parametric Uncertainty.
개인저자Kumar, Peeyush.
단체저자명University of Washington. Industrial and Systems Engineering.
발행사항[S.l.]: University of Washington., 2018.
발행사항Ann Arbor: ProQuest Dissertations & Theses, 2018.
형태사항126 p.
기본자료 저록Dissertation Abstracts International 79-12B(E).
Dissertation Abstract International
ISBN9780438177499
학위논문주기Thesis (Ph.D.)--University of Washington, 2018.
일반주기 Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
Adviser: Archis V. Ghate.
요약Markov decision processes (MDPs) model a class of stochastic sequential decision problems with applications in engineering, medicine, and business analytics. There is considerable interest in the literature in MDPs with imperfect information, wh
요약In the first part, the value of a parameter that characterizes the transition probabilities is unknown to the decision-maker. Information Directed Policy Sampling (IDPS) is proposed to manage the exploration-exploitation trade-off. A generalizat
요약Uncertainty in transition probabilities arises from two levels in the second part. The top level corresponds to the ambiguity about the system model. Bottom-level uncertainty is rooted in the unknown parameter values for each possible model. Pri
요약The third part extends the above to partially observable Markov decision processes (POMDPs). A connection between POMDPs and the first two chapters is exploited to devise algorithms and provide analytical performance guarantees in three cases: a
요약The fourth part develops a formal information theoretic framework inspired by stochastic thermodynamics. It utilizes the idea that information is physical. An explicit link between information entropy and stochastic dynamics of a system coupled
일반주제명Operations research.
Artificial intelligence.
Computer science.
언어영어
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