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Mohamad Amin Sharifi Kolarijani

2 accepted papers

2025

Rank-One Modified Value Iteration

ICML 2025poster

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition probability matrix in the policy evaluation step. This rank-one app…

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2021

Fast Approximate Dynamic Programming for Infinite-Horizon Markov Decision Processes

NeurIPS 2021poster

In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a novel numerical scheme for implementation of the correspondin…