Generalized maximum entropy estimation of dynamic programming models with sample selection bias (Q1424658)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized maximum entropy estimation of dynamic programming models with sample selection bias |
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Generalized maximum entropy estimation of dynamic programming models with sample selection bias (English)
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16 March 2004
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The author considers a class of censored Markov decision processes with decision variable censored at zero. The Lagrange multipliers technique is used to incorporate the restrictions. Maximum entropy principle is used in the selection of transition probabilities.
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Markov decision process
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Lagrange multipliers
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transition probability
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