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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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2 results for “BAMDP”

Planning to the Information Horizon of BAMDPs via Epistemic State Abstractioncs.LG

This work defines a complexity measure for BAMDP planning and introduces state abstraction for more efficient approximate planning.

problem The computational intractability of exact BAMDP planning solutions.

method Define a complexity measure for BAMDP planning, introduce state abstraction, and develop an approximate planning algorithm.

result Introduces a computationally tractable approximate planning algorithm using state abstraction.

BAMDP reinforcement learning information horizon epistemic state abstraction complexity measure

2022-10-30abs ↗pdf ↗

Bayes-CPACE: PAC Optimal Exploration in Continuous Space Bayes-Adaptive Markov Decision Processescs.LG

We present the first PAC optimal algorithm for Bayes-Adaptive Markov Decision Processes (BAMDPs) in continuous state and action spaces, to the best of our knowledge. The BAMDP framework elegantly addresses model uncertainty by incorporating Bayesian belief updates into long-term expected return. However, computing an e…

2018-10-06abs ↗pdf ↗