Results 241 to 250 of about 5,928 (266)

Constrained Discounted Semi-Markov Decision Processes

2002
This paper reduces problems on the existence and the finding of optimal policies for multiple criterion discounted SMDPs to similar problems for MDPs. We prove this reduction and illustrate it by extending to SMDPs several results for constrained discounted MDPs.
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On the Optimality Conditions for Semi-Markov Decision Processes

1977
The paper presents a recurrence formula for the difference between expected rewards and sojourn times generated by N transitions of a semi-Markov decision process with finite state space. Using the recurrence formula convergence of policy iteration method can be easily verified and also necessary and sufficient optimality conditions for average optimal
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Semi-Markov decision processes with a reachable state-subset

Optimization, 1989
We consider the problem of minimizing the long-run average expected cost per unit time in a semi-Markov decision process with arbitrary state and action space, Assuming the existence .of a Borel subset of state space called a reachable state-subset, we derive the optimality equation for the unbounded costs.
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Deterministic policy gradient algorithms for semi‐Markov decision processes

International Journal of Intelligent Systems, 2021
Ashkan Haji Hosseinloo, Munther A. Dahleh   +1 more
openaire   +2 more sources

Learning Automaton for Finite Semi-Markov Decision Processes

1983
A finite semi-Markov decision process is studied to maximize the expected average reward. The semi-Markov kernel of the process depends on an unknown parameter taking values in a subset [a, b] of ℝS. A controller modelled as a learning automaton updates sequentially the probabilities of generating decisions based on the observed decisions, states, and ...
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Reinforcement learning with options in semi Markov decision processes

2021
Treball fi de màster de: Master in Intelligent Interactive ...
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Semi-Markov Decision-Making Processes with Vector Gains

Theory of Probability & Its Applications, 1984
Vinogradskaya, T. M., Geninson, B. A., Rubchinskij, A. A.   +2 more
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Semi-Markov Decision Processes with Vector Pay-Offs

2022
openaire   +1 more source

Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming

SIAM Journal on Control and Optimization, 2006
Daniel Adelman, Diego Klabjan
exaly  

A basic formula for performance gradient estimation of semi-Markov decision processes

European Journal of Operational Research, 2013
Yanjie Li
exaly