Cross-Entropic Learning of a Machine for the Decision in a Partially Observable Universe
| dc.creator | Dambreville, Frederic | |
| dc.date | 2006-05-18 | |
| dc.date.accessioned | 2026-07-07T08:07:49Z | |
| dc.date.available | 2026-07-07T08:07:49Z | |
| dc.description | Revision of the paper previously entitled "Learning a Machine for the Decision in a Partially Observable Markov Universe" In this paper, we are interested in optimal decisions in a partially observable universe. Our approach is to directly approximate an optimal strategic tree depending on the observation. This approximation is made by means of a parameterized probabilistic law. A particular family of hidden Markov models, with input \emph{and} output, is considered as a model of policy. A method for optimizing the parameters of these HMMs is proposed and applied. This optimization is based on the cross-entropic principle for rare events simulation developed by Rubinstein. | |
| dc.description | Submitted to EJOR | |
| dc.identifier | https://arxiv.org/abs/math/0605498 | |
| dc.identifier | http://arxiv.org/abs/math/0605498 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131060 | |
| dc.subject | Optimization and Control | |
| dc.subject | Artificial Intelligence | |
| dc.subject | Machine Learning | |
| dc.subject | Neural and Evolutionary Computing | |
| dc.subject | Robotics | |
| dc.subject | Statistics Theory | |
| dc.title | Cross-Entropic Learning of a Machine for the Decision in a Partially Observable Universe | |
| dc.type | text |