Optimizing Quantiles in Preference-based Markov Decision Processes
December 01, 2016 Β· Declared Dead Β· π AAAI Conference on Artificial Intelligence
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Authors
Hugo Gilbert, Paul Weng, Yan Xu
arXiv ID
1612.00094
Category
cs.AI: Artificial Intelligence
Citations
15
Venue
AAAI Conference on Artificial Intelligence
Last Checked
4 months ago
Abstract
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.
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