[PDF] Top 20 ON THE FIRST PASSAGE g-MEAN-VARIANCE OPTIMALITY FOR DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES
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ON THE FIRST PASSAGE g-MEAN-VARIANCE OPTIMALITY FOR DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES
... The mean and variance of the discounted total reward for each policy are valuated up to the (random) first passage time of the controlled process to a target set, instead of over the ... See full document
19
Variance Optimization for Continuous Time Markov Decision Processes
... the variance optimization problem of continuous-time Markov decision processes, which is different from the mean-variance optimiza- tion problem previously ...the ... See full document
15
Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
... a and a current state x), CTMDPs are much more popular; see articles and mono- graphs [7, 9, 10, 11, 16, 20, 23, 25] and references therein. In the case of discounted total expected cost, an excellent discussion ... See full document
31
Continuous time Markov decision process of a single aisle warehouse
... the first open empty location to store the product or ...the time the number of classes is restricted to three, although more classes might reduce travel times in some cases (de Koster et ...using ... See full document
74
Random walks on complex trees
... dynamical processes taking place on top of them ...pair-annihilation processes [14], and a model for norm spreading ...dynamical processes on looped network can be reason- ably accounted for by ... See full document
10
Optimization of Cash Management Fluctuation through Stochastic Processes
... Managing the cash balance is important in business administration, but rarely do we apply the techniques presented in this study in practice. Much of this neglect is due to the difficulty in developing models closer to ... See full document
18
Sufficient Markov Decision Processes.
... The fight against human traffickers is dynamically evolving with adversarial opponents. Traffickers often avoid using explicit keywords when advertising victims, but instead use acronyms, intentional typos, and emojis. ... See full document
121
Continuous-observation partially observable semi-Markov decision processes for machine maintenance
... semi-Markov decision processes (POS- MDPs) provide a rich framework for planning under both state transition uncertainty and observation ...yet continuous-observation ...is continuous ... See full document
20
Continuous Observation Partially Observable Semi Markov Decision Processes for Machine Maintenance
... To date, the POSMDP model has not been developed for the case of discrete states, discrete actions and continuous observations. In addition, many of the applications of the POSMDP have failed to capture the ... See full document
20
THE VARIANCE-OPTIMAL MARTINGALE MEASURE FOR CONTINUOUS PROCESSES
... a continuous process S = M + α · h M i such that there exist equivalent martingale measures Q (even with dQ dP uniformly bounded) but nevertheless the local martingale E ( − α · M ) is not uniformly ...is ... See full document
28
Small sets and Markov transition densities
... for Markov chain Monte Carlo (see also the extended notion of pseudo- small sets described by Roberts and Rosenthal [20, 21]) and also (under the rubric of gamma-coupling) to produce effective Coupling from the ... See full document
21
Asymptotics of rare events in birth–death processes bypassing the exact solutions
... of mean first passage times in a class of discrete state space Markov processes, namely one-variable birth–death ...of processes that we consider here, exact—albeit ... See full document
12
Some contributions to Markov decision processes
... Chapter 5 and 6 tackle MDPs with long-run expected average cost criterion. In Chapter 5, we consider a constrained MDP with possibly un- bounded (from both above and below) cost functions. Under Lyapunov- like ... See full document
160
ICTS AND ECONOMIC GROWTH IN AFRICAN COUNTRIES
... discrete Markov processes in pure birth-death processes with final number of states were ...the Markov pure birth-death processes can be distinguished by the value of the ... See full document
5
Portfolio Selection in Mean Minimum Return Level Expected Bounded First Passage Time Framework
... The paper is structured in four main parts. The second section examines the differential equations which represent the multi-dimensional Ito’s processes and constructs the portfolio process. Within this section, ... See full document
10
Augmenting Markov Decision Processes with Advising
... Advice-MDPs aim to enable operators to augment the plan- ning model with advice, towards fitting the irregularities of the environment (like ASRL) with prescriptive a priori advising (like MIPSs). This way, Advice-MDPs ... See full document
8
Compositional Reasoning for Markov Decision Processes
... After performing the action up it finds itself either in a state in which the action down will accrue the benefit 2, or 25% of the time there will be a nondeterministic choice between it accruing either 1 or 6. In ... See full document
16
Generalized inverses, stationary distributions and mean first passage times with applications to perturbed Markov chains
... 1, G(α α α α, β β β β, γ) satisfies condition 3 if and only if α α = π α α π π π/π π π π′π π π π, G(α α α α, β β β β, γ) satisfies condition 4 if and only if β β = e/e′e, β β G(α α α α, β β β β, γ) ... See full document
18
Strategy improvement algorithm for singularly perturbed discounted Markov decision processes
... the discounted expected criterion; we give explicitly the limit Markov control problem (limit MCP) that is entirely different from the original unperturbed MDP, which forms an appropriate asymptotic to a ... See full document
7
Ring structures and mean first passage time in networks
... s of random walkers starting from different nodes on a generic network. We have introduced a new approximate method, based on the concept of rings, which maps the original Markov process on another Markov ... See full document
9
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