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stat.ML2024
Thompson Sampling for Infinite-Horizon Discounted Decision Processes
Daniel Adelman, Cagla Keceli, Alba V. Olivares-Nadal
This paper develops a framework for learning in discounted infinite-horizon Markov decision processes (MDPs) with Borel state and action spaces, whose rewards and transitions depen…
math.OC2024
Measurized Markov Decision Processes
Daniel Adelman, Alba V. Olivares-Nadal
In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where st…