Results 191 to 200 of about 68,246 (249)

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.   +2 more
openaire   +4 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
openaire   +1 more source

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   +1 more source

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