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Tagged with continuous-action-spaces markov-decision-process
2 questions
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What techniques are used to make MDP discrete state space manageable?
Generating a discretized state space for an MDP (Markov Decision Process) model seems to suffer from the curse of dimensionality.
Supposed my state has a few simple features:
Feeling: Happy/Neutral/...
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How to generalize finite MDP to general MDP?
Suppose, for simplicity sake, to be in a discrete time domain with the action set being the same for all states $S \in \mathcal{S}$. Thus, in a finite Markov Decision Process, the sets $\mathcal{A}$, $...
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