Deep Robust Kalman Filter

  title={Deep Robust Kalman Filter},
  author={Shirli Di-Castro Shashua and Shie Mannor},
A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for environments with large state spaces. We propose two algorithms, RTD-DQN and Deep-RoK, for solving large-scale RMDPs using nonlinear approximation schemes such as deep neural networks. The RTD-DQN algorithm incorporates the robust Bellman temporal difference error… CONTINUE READING
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