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- W2950437552 abstract "This paper concerns computation of optimal policies in which the one-step reward function contains a cost term that models Kullback-Leibler divergence with respect to nominal dynamics. This technique was introduced by Todorov in 2007, where it was shown under general conditions that the solution to the average-reward optimality equations reduce to a simple eigenvector problem. Since then many authors have sought to apply this technique to control problems and models of bounded rationality in economics. A crucial assumption is that the input process is essentially unconstrained. For example, if the nominal dynamics include randomness from nature (e.g., the impact of wind on a moving vehicle), then the optimal control solution does not respect the exogenous nature of this disturbance. This paper introduces a technique to solve a more general class of action-constrained MDPs. The main idea is to solve an entire parameterized family of MDPs, in which the parameter is a scalar weighting the one-step reward function. The approach is new and practical even in the original unconstrained formulation." @default.
- W2950437552 created "2019-06-27" @default.
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- W2950437552 date "2018-07-06" @default.
- W2950437552 modified "2023-09-25" @default.
- W2950437552 title "Action-Constrained Markov Decision Processes With Kullback-Leibler Cost" @default.
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