A Low-Rank Approximation for MDPs via Moment Coupling

Keyphrases

• Partial Differential Equations 100%
• Central Limit Theorem 100%
• Markov Decision Process 100%
• Low-rank Approximation 100%
• Optimality Guarantee 66%
• Moment Matching 66%
• State Space 33%
• Transition Moments 33%
• Effective State 33%
• Value Function 33%
• First Moment 33%
• Second Moment 33%
• Disaggregation 33%
• Opers 33%
• Taylor Expansion 33%
• Transition Matrix 33%
• Bellman Equation 33%
• Local Transitions 33%
• State Aggregation 33%
• Soft Aggregation 33%
• Controlled Markov Chain 33%
• Computational Gain 33%
• Aggregation Algorithm 33%

Mathematics

• Central Limit Theorem 100%
• Markov Decision Process 100%
• PDE 100%
• Low-Rank Approximation 100%
• Optimality 66%
• Function Value 33%
• Bellman Equation 33%
• Transition Matrix 33%
• Taylor Expansion 33%
• Approximates 33%
• Probability Theory 33%
• Original Chain 33%
• Markov Chain 33%