Abstract
I will introduce the generalized semi-Markov decision process (GSMDP) as
an extension of continuous-time MDPs and semi-Markov decision processes
(SMDPs) for modeling stochastic decision processes with asynchronous
events and actions. Using phase-type distributions and uniformization, I
will show how an arbitrary GSMDP can be approximated by a discrete-time
MDP, which can then be solved using existing MDP techniques. The
techniques I will present can also be seen as an alternative approach for
solving SMDPs, and I will demonstrate that the introduction of phases
enables the generation of higher quality policies than those obtained by
standard SMDP solution techniques.
The talk is based on a paper that will be presented at AAAI-04. The paper
is available on-line:
http://www.cs.cmu.edu/~lorens/papers/aaai04.html
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Pradeep Ravikumar Last modified: Thu Apr 8 08:22:07 EDT 2004