Semi-Markov adaptive critic heuristics with application to airline revenue management

(整期优先)网络出版时间:2011-03-13
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Theadaptivecriticheuristichasbeenapopularalgorithminreinforcementlearning(RL)andapproximatedynamicprogramming(ADP)alike.ItisoneofthefirstRLandADPalgorithms.RLandADPalgorithmsareparticularlyusefulforsolvingMarkovdecisionprocesses(MDPs)thatsufferfromthecursesofdimensionalityandmodeling.Manyreal-worldproblems,however,tendtobesemi-Markovdecisionprocesses(SMDPs)inwhichthetimespentineachtransitionoftheunderlyingMarkovchainsisitselfarandomvariab...