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Sample-Based Planning for Continuous Action Markov Decision Processes
DOI:10.1609/icaps.v21i1.13484.png)
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In this paper, we present a new algorithm that integrates recent advances in solving continuous bandit problems with sample-based rollout methods for planning in Markov Decision Processes (MDPs). Our algorithm, Hierarchical Optimistic Optimization applied to Trees (HOOT) addresses planning in continuous-action MDPs. Empirical results are given that show that the performance of our algorithm meets or exceeds that of a similar discrete action planner by eliminating the problem of manual discretization of the action space.
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