Abstract:Real life stochastic problems are generally large-scale, difficult to model, and therefore, suffer from the curses of dimensionality. Such problems cannot be solved by classical optimization methods. This paper presents a reinforcement learning algorithm using a fuzzy inference system, ANFIS to find an approximate solution for semi Markov decision problems (SMDPs). The performance of the developed algorithm is measured and compared to a classical reinforcement algorithm, SMART in a numerical example. Our numer… Show more
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