Results 41 to 50 of about 9,481,834 (176)

Robust Markov Decision Processes [PDF]

Markov decision processes (MDPs) are powerful tools for decision making in uncertain dynamic environments. However, the solutions of MDPs are of limited practical use due to their sensitivity to distributional model parameters, which are typically ...
Berç Rustem, Wolfram Wiesemann, Daniel Kuhn   +2 more
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The risk probability optimal problem for infinite discounted semi-Markov decision processes [PDF]

summary:This paper investigates the risk probability minimization problem for infinite horizon semi-Markov decision processes (SMDPs) with varying discount factors.
Wen, Xian, Cui, Jinhua, Huo, Haifeng
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Stochastic monotonicity and duality for one-dimensional Markov processes [PDF]

, 2011
The theory of monotonicity and duality is developed for general one-dimensional Feller processes, extending the approach from [11]. Moreover it is shown that local monotonicity conditions (conditions on the Lévy kernel) are sufficient to prove the well-
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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Diffusion approximation for processes with Semi-Markov switches and applications in queueing models

, 1999
Chapter 5Stochastic processes with semi-Markov switches (or in semi-Markov environment) and general Switching processes are considered. In case of asymptotically ergodic environment functional Averaging Principle and Diffusion Approximation types ...
Anisimov, Vladimir V., Vladimir V. Anisimov   +1 more
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Discounted semi-Markov decision processes : linear programming and policy iteration [PDF]

, 1974
For semi-Markov decision processes with discounted rewards we derive the well known results regarding the structure of optimal strategies (nonrandomized, stationary Markov strategies) and the standard algorithms (linear programming, policy iteration ...
van Nunen, J.A.E.E., Wessels, J.
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Asymptotic expansions for stationary and quasi-stationary distributions of perturbed semi-Markov processes

, 2016
New algorithms for computing asymptotic expansions, without and with explicit upper bounds for remainders, for stationary and quasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special
Sergei Silvestrov, Silvestrov, Sergei,, Silvestrov, D.,, Silvestrov, Dmitrii,, Dmitrii Silvestrov, Silvestrov, Sergei   +5 more
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Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management [PDF]

In this paper we consider stochastic processes with an embedded Harris chain. The embedded Harris chain describes the dependence structure of the stochastic process.
Bazsa, E.M., Iseger, P. den
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Estimation of the stationary distribution of a semi-Markov chain

This article is concerned with the estimation of the stationary distribution of a discretetime semi-Markov process. After briefly presenting the discrete-time semi-Markov setting, wepropose an estimator of the associated stationary distribution. The main
Bulla, Jan, Barbu, Vlad, Maruotti, Antonello   +2 more
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Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes [PDF]

This paper deals with identification in Markov dynamic discrete decision processes. It shows the nonparametric identification of the behavioral responses to counterfactual policy interventions that modify the one- period utility function.Dynamic discrete
Victor Aguirregabiria
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Non-Stationary Semi-Markov Decision Processes on a Finite Horizon

, 2012
We introduce and study a class of non-stationary semi-Markov decision processes on a finite horizon. By constructing an equivalent Markov decision process, we establish the existence of a piecewise open loop relaxed control which is optimal for the ...
Ghosh, Mrinal K, Saha, Subhamay
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