Created
September 25, 2013 06:08
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| [num_features, num_states] = size(backup_states_phi); % [22, 92] | |
| num_actions = size(R{1}{1}); % 40 | |
| num_blocks = block_idx; % 7 | |
| mu0 = ones(num_states, 1) / num_states; | |
| % cvx_solver sedumi | |
| cvx_begin | |
| variable theta(num_features) | |
| variable V(num_states, num_blocks) | |
| minimize sum(dot(mu0, (transpose(theta) * backup_states_phi))) + C * norm(theta) | |
| subject to | |
| for b=1:num_states, | |
| transpose(theta) * backup_states_phi(:,b) >= mean(V(b,:)); | |
| for a=1:num_actions, | |
| for k=1:num_blocks, | |
| V(b,k) >= R{b}{k}(a) + discount * transpose(theta) * phis_next{b}{k}(:,a); | |
| end | |
| end | |
| end | |
| cvx_end |
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