Generalised entropy MDPs and Minimax Regret
Paper i proceeding, 2014
Bayesian methods suffer from the problem of how to specify prior beliefs.
One interesting idea is to consider worst-case priors. This requires solving
a stochastic zero-sum game. In this paper, we extend well-known results
from bandit theory in order to discover minimax-Bayes policies and discuss
when they are practical.
Författare
Emmanouil Androulakis
Chalmers, Matematiska vetenskaper
Göteborgs universitet
Christos Dimitrakakis
Chalmers, Data- och informationsteknik, Datavetenskap
NIPS 2014, From bad models to good policies workshop.
Styrkeområden
Informations- och kommunikationsteknik
Ämneskategorier
Sannolikhetsteori och statistik