Results 221 to 230 of about 120,210 (259)
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Continuous time markov decision processes with interventions
Stochastics, 1983We study Markov jump decision processes with both continuously and instantaneouslyacting decisions and with deterministic drift between jumps. Such decision processes were recentlyintroduced and studied from discrete time approximations point of view by Van der Duyn Schouten.Weobtain necessary and sufficient optimality conditions for these decision ...
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Continuous‐time markov decision processes with nonzero terminal reward
Naval Research Logistics Quarterly, 1984AbstractIn this article we consider a continuous‐time Markov decision process with a denumerable state space and nonzero terminal rewards. We first establish the necessary and sufficient optimality condition without any restriction on the cost functions.
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Continuous-Time Markov Decision Processes with State-Dependent Discount Factors
Acta Applicandae Mathematicae, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ye, Liuer, Guo, Xianping
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Mean–semivariance optimality for continuous-time Markov decision processes
Systems & Control Letters, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Continuous-Time Markov Decision Processes
2014In this chapter, we review the fundamentals of continuous-time Markov decision processes (CTMDPs) as used in this thesis. Our focus is on CTMDPs as the problems presented in Chap. 2 are considered in continuous time. In Sect. 4.1, we outline the general structure of a CTMDP.
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Bias optimality for multichain continuous-time Markov decision processes
Operations Research Letters, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xianping +2 more
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Constrained continuous-time Markov decision processes with average criteria
Mathematical Methods of Operations Research, 2007Constrained continuous-time Markov decision processes with a denumerable state space and unbounded reward/cost and transition rates are studied. The criterion to be maximized is the expected average reward, and a constraint is imposed on an expected average cost.
Zhang, Lanlan, Guo, Xianping
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Obtaining a Continuous Time Markov Decision Process from Statecharts
2009 World Congress on Nature & Biologically Inspired Computing (NaBIC), 2009This paper proposes a strategy to associate Statecharts with a Markov Decision Process for performance evaluation. Statecharts are adapted to represent the possible decision choices and the costs incurred from decisions. Markov Decision Process is used to evaluate the long term effects of decisions.
Marcelino S. da Silva +4 more
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Bounded Aggregation for Continuous Time Markov Decision Processes
2017Markov decision processes suffer from two problems, namely the so-called state space explosion which may lead to long computation times and the memoryless property of states which limits the modeling power with respect to real systems. In this paper we combine existing state aggregation and optimization methods for a new aggregation based optimization ...
Peter Buchholz +3 more
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Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
SIAM Journal on Control and Optimization, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xianping Guo, Zhong-Wei Liao
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