96 citations · 369 across the 74 of their papers we have counts for
4 papers · 1 filter
A Generalized Reduced Linear Program for Markov Decision Processes
Chandrashekar Lakshminarayanan, Shalabh Bhatnagar
Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this sc…
Approximate dynamic programming with linear function approximation for Markov decision processes
Chandrashekar Lakshminarayanan, Shalabh Bhatnagar
Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism…
Approximate Dynamic Programming based on Projection onto the (min,+) subsemimodule
Chandrashekar Lakshminarayanan, Shalabh Bhatnagar
We develop a new Approximate Dynamic Programming (ADP) method for infinite horizon discounted reward Markov Decision Processes (MDP) based on projection onto a subsemimodule. We ap…
Actor-Critic Algorithms for Learning Nash Equilibria in N-player General-Sum Games
H. L Prasad, L. A. Prashanth, Shalabh Bhatnagar
We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Fi…