Properties of results obtained on Markov processes analysis in medical applications have been illustrated. Calculation was done for measurement of Thoracic Fluid Content by means of impedance cardiograph for chosen medical patients population.
Moszczyński Paweł, Walczak Andrzej
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Comparison of stochastic prediction models based on visual inspections of bridge decks
Due to a considerable amount of information required to support the decision-making processes, an increasing number of infrastructure owners use computerized management systems.
Ivan Zambon +4 more
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Policy learning in continuous-time Markov decision processes using Gaussian Processes [PDF]
Continuous-time Markov decision processes provide a very powerful mathematical framework to solve policy-making problems in a wide range of applications, ranging from the control of populations to cyber-physical systems. The key problem to solve for these models is to efficiently compute an optimal policy to control the system in order to maximise the ...
Bartocci, E. +4 more
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Realizable Strategies in Continuous-Time Markov Decision Processes [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Continuous-Time Markov Decision Processes with Controlled Observations [PDF]
In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to select an optimal timing for the next observation and a control trajectory for the time interval between two ...
Huang, Yunhan +2 more
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Day-Ahead Market Modeling for Strategic Wind Power Producers under Robust Market Clearing
In this paper, considering real time wind power uncertainties, the strategic behaviors of wind power producers adopting two different bidding modes in day-ahead electricity market is modeled and experimentally compared.
Huiru Zhao +4 more
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Optimality of mixed policies for average continuous-time Markov decision processes with constraints [PDF]
This article concerns the average criteria for continuous-time Markov decision processes with N constraints. We show the following; (a) every extreme point of the space of performance vectors corresponding to the set of stable measures is generated by a ...
Guo, X, Zhang, Y
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Constrained total undiscounted continuous-time Markov decision processes [PDF]
The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action spaces. Under the standard compactness and continuity conditions, we show the existence of an optimal stationary policy out of the class of general nonstationary ones.
Guo, Xianping, Zhang, Yi
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NOTE ON DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH A LOWER BOUNDING FUNCTION [PDF]
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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Semiparametric identification of structural dynamic optimal stopping time models [PDF]
This paper presents new identification results for the class of structural dynamic optimal stopping time models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust (1994).
Chen, L.-Y.
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