Results 131 to 140 of about 81,989 (164)

Semi-Markov Decision Processes

Probability in the Engineering and Informational Sciences, 2007
Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study two criteria: the expected average reward per unit time subject to a sample path constraint on the average cost per unit time and the expected time-average variability.
M. Baykal-Gürsoy, K. Gürsoy
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Risk-aware semi-Markov decision processes

2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017
In this work we construct a basic theory of risk-aware continuous-time Markov decision processes, and even more broadly, that of semi-Markov decision processes. Methods that account for the preferences of risk-aware agents have been introduced and studied in the context of discrete time problems, however, there has been virtually no such development ...
Jukka Isohataia, William B. Haskell
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Policy Gradient Semi-markov Decision Process

2008 20th IEEE International Conference on Tools with Artificial Intelligence, 2008
This paper proposes a simulation-based algorithm for optimizing the average reward in a parameterized continuous-time, finite-state semi-Markov decision process (SMDP). Our contributions are twofold: First, we compute the approximate gradient of the average reward with respect to the parameters in SMDP controlled by parameterized stochastic policies ...
Ngo, Vien, Chung, TaeChoong
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Optimum maintenance policy using semi-Markov decision processes

Electric Power Systems Research, 2006
A method is presented to solve for the optimum maintenance policy of repairable power equipment. The approach uses a continuous-time semi-Markov process (SMP) to first find the optimal maintenance rate for maximum availability of the equipment. Then a semi-Markov decision process (SMDP) is utilized to determine whether maintenance should be performed ...
Curtis L. Tomasevicz, Sohrab Asgarpoor
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Average cost semi-markov decision processes

Journal of Applied Probability, 1970
The semi-Markov decision model is considered under the criterion of long-run average cost. A new criterion, which for any policy considers the limit of the expected cost incurred during the first n transitions divided by the expected length of the first n transitions, is considered.
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Generalized semi-Markov decision processes

Journal of Applied Probability, 1979
Various authors have derived the necessary and sufficient conditions for optimality in semi-Markov decision processes in which the state remains constant between jumps. In this paper similar results are presented for a generalized semi-Markov decision process in which the state varies between jumps according to a Markov process with continuous sample ...
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Semi-Markov Decision Processes with Unbounded Rewards

Management Science, 1973
We consider a semi-Markov decision process with arbitrary action space; the state space is the nonnegative integers. As in queueing systems, we assume that {0, 1, 2, …, n + N} is the set of states accessible from state n in one transition, where N is finite and independent of n.
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Discounted semi-markov decision process in a semi-markov environment

Optimization, 1997
This paper presents the discounted semi-Markov decision process (SMDP) with Borel state space in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its semi-Markov process environment. Following each state transition of the environment, the parameters of the SMDP changes.
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Application of Semi-Markov Decision Process in Bridge Management

IABSE Reports, 2015
<p>The state-of-the-art Bridge Management Systems (BMSs) feature tightly coupled deterioration and preservation optimization model that enable determining the most cost-effective maintenance strategies at both the project and network levels. In other to improve deterioration model, many authors suggest the application of Weibull distribution for ...
Rade Hajdin, Snežana Mašović, Saša Stošić   +2 more
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Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards

Mathematics of Operations Research, 1983
This paper establishes the existence of a solution to the optimality equations in undis-counted semi-Markov decision models with countable state space, under conditions generalizing the hitherto obtained results. In particular, we merely require the existence of a finite set of states in which every pair of states can reach each other via some ...
Federgruen, A., Schweitzer, P. J., Tijms, H. C.   +2 more
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