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http://hdl.handle.net/1903/9433
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| Title: | A Short Note on Combining Multiple Policies in Risk-Sensitive Exponential Average Reward Markov Decision Processes |
| Authors: | Chang, Hyeong Soo |
| Type: | Technical Report |
| Keywords: | Risk-sensitive Markov decision process
policy improvement |
| Issue Date: | 2009 |
| Series/Report no.: | TR_2009-14 |
| Abstract: | This short note presents a method of combining multiple policies in a given policy set such that the resulting policy improves all policies in the set for risk-sensitive exponential average reward Markov decision processes (MDPs), extending the work of Howard and Matheson for the singleton policy set case. Some applications of the method in solving risk-sensitive MDPs are also discussed. |
| Description: | This work was done while he was a visiting associate professor at ISR, University of Maryland, College Park. |
| URI: | http://hdl.handle.net/1903/9433 |
| Appears in Collections: | Institute for Systems Research Technical Reports
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