continuous time Markov processes
Bandwidth selection for continuous time Markov processes
... of continuous-time Markov models, the ap- propriate choice of window width is a largely unresolved ...in continuous time and conditional moment estimation in discrete time impose ...
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Labor market dynamics in developing countries: comparative analysis using continuous time Markov processes
... World Bank Abstract: This paper studies the dynamics of three developing country labor markets employing recent advances in the estimation of continuous time Markov processes. We first examine ...
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Time-Bounded Reachability in Continuous-Time Markov Decision Processes
... given time bound for locally uniform continuous-time Markov decision processes ...total time positional (TTP) schedulers which rely on the CTMDP’s cur- rent state and the total ...
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Realizable strategies in continuous-time Markov decision processes
... [email protected] Abstract For the Borel model of the continuous-time Markov decision process, we introduce a wide class of control strategies. In particular case, such strategies transform to the ...
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Reachability in continuous-time Markov reward decision processes
... as continuous-time Markov decision processes (CTMDPs) ...t time units in a state is determined by a negative exponential distribution of which the rate depends on ...the time t ...
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Policy learning in Continuous-Time Markov Decision Processes using Gaussian Processes
... Abstract Continuous-time Markov decision processes provide a very powerful mathemat- ical framework to solve policy-making problems in a wide range of applications, ranging from the control of ...
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Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
... Introduction. Continuous-time jump Markov processes, especially Markov chains with the discrete state space X, form a well-developed branch of random pro- cesses; see, ...of ...
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Piecewise deterministic Markov processes for continuous time Monte Carlo
... on continuous-time, rather than discrete-time, Markov ...Interestingly, continuous-time algorithms seem particularly well suited to Bayesian analysis in big-data settings as they ...
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Piecewise Deterministic Markov Processes for Continuous Time Monte Carlo
... on continuous-time, rather than discrete-time, Markov ...Interestingly, continuous-time algorithms seem particularly well suited to Bayesian analysis in big-data settings as they ...
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Constrained total undiscounted continuous-time Markov decision processes
... undiscounted continuous-time Markov decision processes Xianping Guo ∗ and Yi Zhang † Abstract: The present paper considers the constrained optimal control problem with total undis- counted ...
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Optimality of mixed policies for average continuous-time Markov decision processes with constraints
... The present paper concerns the average optimality for constrained continuous-time Markov decision processes (CTMDPs). The average criteria for CTMDPs have been intensively studied; one can ...
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ON THE FIRST PASSAGE g-MEAN-VARIANCE OPTIMALITY FOR DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES
... DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES ∗ XIANPING GUO † , XIANGXIANG HUANG † , AND YI ZHANG ‡ ...discounted continuous-time Markov decision processes ...
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Policy learning for time-bounded reachability in continuous-time Markov decision processes via doubly-stochastic gradient ascent
... discrete-time Markov decision processes have been intensively investigated in [3,6] and implemented in popular tools such as PRISM ...of time optimal planning has been first considered from a ...
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Variance Optimization for Continuous Time Markov Decision Processes
... in continuous-time Markov decision process ...traditional Markov decision process, the cost function in the variance criterion will be affected by future ...
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Bisimulation and Logical Preservation for Continuous-Time Markov Decision Processes
... For a specific subclass of sets of paths: lift the argument to the quotient space.. Summary Related Work[r] ...
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Limit theorems for Markov processes indexed by continuous time Galton-Watson trees
... uous time Galton-Watson ...a Markov process and when a branching event occurs, the offspring locations depend on the position of the mother and the number of ...the Markov process along the branches ...
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Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
... discrete time setting, where SMD-schedulers suffice for max- imum probabilities to reach a set of goal states within a given number of steps [11,8], this does not hold for the corresponding question – interpreting ...
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Learning the Structure of Continuous Markov Decision Processes
... in continuous domains (and in large discrete domains), there is an additional represen- tational benefit from using options: since continuous domains have infinitely many states and/or actions, the agent ...
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Bayesian inference for continuous time Markov chains
... stochastic processes have a memoryless property, meaning that the future state of the system can rely only on its present state, independent of its whole past ...Andrey Markov. This stochastic process is ...
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Planning in discrete and continuous Markov decision processes by probabilistic programming
... 7 Practical Improvements In this section we briefly discuss issues and improvements of HYPE. To evaluate the Q-function the algorithm needs to query all the stored examples, making the algorithm potentially slow. This ...
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