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Markov Games: Receding Horizon Approach
(2001)
We consider a receding horizon approach as an approximate solution totwo-person zero-sum Markov games with infinite horizon discounted costand average cost criteria. <p>We first present error bounds from the optimalequilibrium ...
An Adaptive Sampling Algorithm for Solving Markov Decision Processes
(2002)
Based on recent results for multi-armed bandit problems, we propose an adaptive sampling algorithm that approximates the optimal value of a finite horizon Markov decision process (MDP) with infinite state space but finite ...
Evolutionary Policy Iteration for Solving Markov Decision Processes
(2002)
We propose a novel algorithm called Evolutionary Policy Iteration (EPI) for solving infinite horizon discounted reward Markov Decision Process (MDP) problems. EPI inherits the spirit of the well-known PI algorithm but ...