Results 241 to 250 of about 14,317,493 (293)

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.
exaly   +2 more sources

Semi-Markov Decision Process With Partial Information for Maintenance Decisions

IEEE Transactions on Reliability, 2014
A critical factor that prevents optimal scheduling of maintenance interventions is the uncertainty regarding the current condition of the asset under consideration, as well as the rate at which deterioration takes place. However, current maintenance modeling and optimization techniques assume that the condition of the asset is either known, or assumed ...
Ajith Kumar Parlikad
exaly   +3 more sources

Optimal replacement of a system according toa semi-Markov decision process in a semi-Markov environment

Optimization Methods and Software, 2003
This paper investigates an optimal replacement problem of a system in a semi-Markov environment. The system itself deteriorates according to a semi-Markov process, and is further influenced by its environment, which changes according to a semi-Markov process.
Qiying Hu
exaly   +3 more sources

Optimization for condition-based maintenance with semi-Markov decision process

Reliability Engineering and System Safety, 2005
The semi-Markov decision model is a powerful tool in analyzing sequential decision processes with random decision epochs. In this paper, we have built the semi-Markov decision process (SMDP) for the maintenance policy optimization of condition-based preventive maintenance problems, and have presented the approach for joint optimization of inspection ...
Kishor Trivedi
exaly   +2 more sources

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
openaire   +2 more sources

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 0001
openaire   +2 more sources

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
openaire   +2 more sources

Semi-Markov decision processes with variance minimization criterion

4OR, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qingda Wei, Xianping Guo
openaire   +3 more sources

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.
openaire   +1 more source

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.
openaire   +2 more sources