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user 1208
The study of collection, organization, analysis, and interpretation of data.
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Fast algorithms to solve Markov Decision Processes
In my master thesis I used an Algorithm called Approximative Dynamic Programming [1] to solve equations of the form
$$
\max_{\pi}\mathbb{E}^{\pi}\left\{\sum_{t=0}^{T}\gamma^tC_t^{\pi}(S_t,A_t^{\pi}( …
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