Results 181 to 190 of about 71,442 (256)

Finite horizon semi-Markov decision processes with application to maintenance systems

European Journal of Operational Research, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xianping Guo, Yonghui Huang
exaly   +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.
S. Lippman
semanticscholar   +2 more sources

Constrained Semi-Markov decision processes with average rewards

ZOR Zeitschrift f�r Operations Research Mathematical Methods of Opeartions Research, 1994
This paper deals with constrained average reward semi-Markov decision processes with finite state and action sets. Two average reward criteria are considered, namely time average and ratio average. The author proved the existence of optimal mixed stationary policies and showed, under the unichain condition, the existence of randomized stationary ...
E. Feinberg
semanticscholar   +3 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, W. Haskell
semanticscholar   +2 more sources

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