Results 121 to 130 of about 709,572 (229)

An optimistic value iteration for mean–variance optimization in discounted Markov decision processes

open access: yesResults in Control and Optimization, 2022
This paper proposes an optimistic value iteration for steady-state mean–variance optimization in infinite-horizon discounted Markov decision processes (MDPs). The involved variance metric concerns reward variability in the long run, and future deviations
Shuai Ma, Xiaoteng Ma, Li Xia
doaj  

Steady state availability general equations of decision and sequential processes in Continuous Time Markov Chain models [PDF]

open access: yesarXiv, 2017
Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers generate equations for several purposes, such as channel capacity estimation in wireless networks as well as system ...
arxiv  

The existence of optimal control for continuous-time Markov decision processes in random environments [PDF]

open access: yesarXiv, 2019
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria. Under appropriate conditions, the value function is continuous and satisfies the dynamic programming principle ...
arxiv  

Algebraic Markov Decision Processes [PDF]

open access: yes, 2005
In this paper, we provide an algebraic approach to Markov Decision Processes (MDPs), which allows a unified treatment of MDPs and includes many existing models (quantitative or qualitative) as particular cases. In algebraic MDPs, rewards are expressed in a semiring structure, uncertainty is represented by a decomposable plausibility measure valued on a
Perny, Patrice   +2 more
openaire   +1 more source

On gradual-impulse control of continuous-time Markov decision processes with multiplicative cost

open access: yes, 2018
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very general conditions
Guo, Xin   +3 more
core  

A Theory of Regularized Markov Decision Processes

open access: yes, 2019
International ...
Geist, Matthieu   +2 more
openaire   +5 more sources

Federated Learning with Efficient Aggregation via Markov Decision Process in Edge Networks

open access: yesMathematics
Federated Learning (FL), as an emerging paradigm in distributed machine learning, has received extensive research attention. However, few works consider the impact of device mobility on the learning efficiency of FL.
Tongfei Liu, Hui Wang, Maode Ma
doaj   +1 more source

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