Large Markov decision processes and combinatorial optimisation. Markov decision processes continue to gain in popularity for modelling a wide range of applications ranging from analysis of supply chai

Description

Large Markov decision processes and combinatorial optimisation. Markov decision processes continue to gain in popularity for modelling a wide range of applications ranging from analysis of supply chains and queueing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend to become numerically intractable as the size of the model grows fast. Recent works use machine learning techniques to overcome this crucial issue, but with no convergence guarantee. This project aims to provide theoretically sound frameworks for solving large Markov decision processes, and exploit them to solve important combinatorial optimisation problems. This timely project can promote Australia's position in the development of such novel frameworks for many scientific and industrial applications.. Scheme: Discovery Projects. Field: 0104 - Statistics. Lead: Dr Ali Eshragh