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Synchronizing Objectives for Markov Decision Processes [PDF]
Electronic Proceedings in Theoretical Computer Science, 2011 We introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass.
Mahsa Shirmohammadi +2 more
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Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications
Mathematics, 2021 In this paper, we introduced controlled discrete-time semi-Markov random evolutions. These processes are random evolutions of discrete-time semi-Markov processes where we consider a control. applied to the values of random evolution.
Anatoliy Swishchuk, Nikolaos Limnios
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Recursive Markov Decision Processes and Recursive Stochastic Games [PDF]
, 2005 We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification.
Mihalis Yannakakis +3 more
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A Continuous-Time Semi-Markov System Governed by Stepwise Transitions
Mathematics, 2022 In this paper, we introduce a class of stochastic processes in continuous time, called step semi-Markov processes. The main idea comes from bringing an additional insight to a classical semi-Markov process: the transition between two states is ...
Vlad Stefan Barbu +2 more
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Estimation and control using sampling-based Bayesian reinforcement learning
IET Cyber-Physical Systems, 2019 Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modelling errors.
Patrick Slade +3 more
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On a New Characterization of Harris Recurrence for Markov Chains and Processes
Mathematics, 2023 This paper shows that Harris recurrent Markov chains and processes can be characterized as the class of Markov chains and processes for which there exists a random time T at which the distribution of the chain or process does not depend on its initial ...
Peter Glynn, Yanlin Qu
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Applications of hidden Markov models in financial modelling [PDF]
, 2008 This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
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Application of improved grey model residual modified fusion algorithm in dissolved gas forecasting
The Journal of Engineering, 2019 The power transformer directly affects whether the power system can operate safely and reliably, and the prediction of the dissolved gas content in the transformer oil is an effective means to discover transformer defects and latent faults, which helps ...
Wenjie Wu, Yigang He, Jiajun Duan
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Spatio-temporal Markov chain model for very-short-term wind power forecasting
The Journal of Engineering, 2019 Wind power forecasting (WPF) is crucial in helping schedule and trade wind power generation at various spatial and temporal scales. With increasing number of wind farms over a region, research focus of WPF methods has been recently moved onto exploring ...
Yongning Zhao +7 more
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MathematicsWe define a class of Markov cell processes, PX, on a finite set, X, as a product of conditional probabilities on cells (subsets of X forming a partially directed intersection graph).
Donatas Surgailis
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