Constrained Continuous-Time Markov Decision Processes on the Finite Horizon [PDF]
Applied Mathematics & Optimization, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xianping, Huang, Yonghui, Zhang, Yi
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Frontiers in Energy Research, 2023 The electric power grid is changing from a traditional power system to a modern, smart, and integrated power system. Microgrids (MGs) play a vital role in combining distributed renewable energy resources (RESs) with traditional electric power systems ...
Ding Liu +21 more
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NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION [PDF]
, 2016 In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is bounded by the drift function, say $w$, whereas the positive part is allowed ...
Guo, Xin, Piunovskiy, Alexey, Zhang, Yi
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Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria [PDF]
Advances in Applied Probability, 2013 In this paper we study absorbing continuous-time Markov decision processes in Polish state spaces with unbounded transition and cost rates, and history-dependent policies. The performance measure is the expected total undiscounted costs. For the unconstrained problem, we show the existence of a deterministic stationary optimal policy, whereas, for the ...
Guo, Xianping +2 more
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Average optimality for continuous-time Markov decision processes under weak continuity conditions
, 2014 This article considers the average optimality for a continuous-time Markov decision process with Borel state and action spaces and an arbitrarily unbounded nonnegative cost rate.
Zhang, Yi
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Exponential stabilization of a class of stochastic system with Markovian jump parameters and mode-dependent mixed time-delays [PDF]
, 2010 Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Liu, X, Liu, Y, Wang, Z
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An Optimal Strategy for Resource Utilization in Cloud Data Centers
IEEE Access, 2019 Cloud computing has emerged in recent years as one of the most interesting developments in technology. With the gaining popularity of cloud-based solutions, more and more applications are migrating into the Cloud and thus have highly demanding critical ...
Wenlong Ni, Yuhong Zhang, Wei W. Li
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Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis
, 2016 We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values.
C Baier +23 more
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A Markov chain Monte Carlo algorithm for Bayesian policy search
Systems Science & Control Engineering, 2018 Policy search algorithms have facilitated application of Reinforcement Learning (RL) to dynamic systems, such as control of robots. Many policy search algorithms are based on the policy gradient, and thus may suffer from slow convergence or local optima ...
Vahid Tavakol Aghaei +2 more
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Optimal maintenance of deteriorating equipment using semi-Markov decision processes and linear programming [PDF]
International Journal of Industrial Engineering and ManagementThis paper considers a mathematical model analysing the deterioration of system equipment and available maintenance options. Under specific conditions on costs and transition probabilities of the model, the issue of ideal maintenance of the equipment by ...
Giannis Kechagias +3 more
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