arXiv Open Access 2016

Optimizing Quantiles in Preference-based Markov Decision Processes

Hugo Gilbert Paul Weng Yan Xu
Lihat Sumber

Abstrak

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile criterion. Both finite and infinite horizons are considered. Finally we experimentally evaluate our approach on random MDPs and on a data center control problem.

Topik & Kata Kunci

Penulis (3)

H

Hugo Gilbert

P

Paul Weng

Y

Yan Xu

Format Sitasi

Gilbert, H., Weng, P., Xu, Y. (2016). Optimizing Quantiles in Preference-based Markov Decision Processes. https://arxiv.org/abs/1612.00094

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2016
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓