Keyword: programming: markov decision

Found 203 papers in total
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
2017,
This paper studies the problem of finding a stationary strong present‐value...
Error bounds for stochastic shortest path problems
Error bounds for stochastic shortest path problems
2017,
For stochastic shortest path problems, error bounds for value iteration due to...
When bid price is not enough: Taking better allotment decisions for Camping Revenue Management
When bid price is not enough: Taking better allotment decisions for Camping Revenue Management
2017,
In the hospitality industry, an allotment is a block of pre‐negociated...
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
2017,
We consider discounted Markov decision processes (MDPs) with countably‐infinite...
On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps
On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps
2017,
We study a nonzero‐sum game considered on the solutions of a hybrid dynamical...
Strategic level proton therapy patient admission planning: a Markov decision process modeling approach
Strategic level proton therapy patient admission planning: a Markov decision process modeling approach
2017,
A relatively new consideration in proton therapy planning is the requirement that the...
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
2017,
This paper presents an algorithmic strategy to nonstationary policy search for...
Decomposable Markov Decision Processes: A Fluid Optimization Approach
Decomposable Markov Decision Processes: A Fluid Optimization Approach
2016,
Decomposable Markov decision processes (MDPs) are problems where the stochastic system...
A note on detecting unbounded instances of the online shortest path problem
A note on detecting unbounded instances of the online shortest path problem
2016,
The online shortest path problem is a type of stochastic shortest path problem in...
Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage
Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage
2015,
The real option management of commodity conversion assets gives rise to intractable...
Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results
Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results
2015,
This paper provides a relaxation of the sufficient conditions and an extension of the...
The Post-Disaster Debris Clearance Problem Under Incomplete Information
The Post-Disaster Debris Clearance Problem Under Incomplete Information
2015,
Debris management is one of the most time consuming and complicated activities among...
A markov decision process model for the optimal dispatch of military medical evacuation assets
A markov decision process model for the optimal dispatch of military medical evacuation assets
2016,
We develop a Markov decision process (MDP) model to examine aerial military medical...
Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets
Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets
2016,
This study revisits the issue of mean reversion in the import rice prices of six Asian...
Adaptive Transit Routing in Stochastic Time-Dependent Networks
Adaptive Transit Routing in Stochastic Time-Dependent Networks
2016,
We define an adaptive routing problem in a stochastic time‐dependent transit...
Policy iteration for robust nonstationary Markov decision processes
Policy iteration for robust nonstationary Markov decision processes
2016,
Policy iteration is a well‐studied algorithm for solving stationary Markov...
A grid-based tool for optimal performance monitoring of a glycemic regulator
A grid-based tool for optimal performance monitoring of a glycemic regulator
2016,
Recent technology breakthroughs towards a fully automated artificial pancreas give...
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes
2016,
Quasi‐open‐loop policies consist of sequences of Markovian decision...
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
2016,
This article concerns the average criteria for continuous‐time Markov decision...
Reinforcement Learning in Robust Markov Decision Processes
Reinforcement Learning in Robust Markov Decision Processes
2016,
An important challenge in Markov decision processes (MDP) is to ensure robustness with...
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
2016,
We prove a central limit theorem for a class of additive processes that arise...
Robust MDPs with k-Rectangular Uncertainty
Robust MDPs with k-Rectangular Uncertainty
2016,
Markov decision processes are a common tool for modeling sequential planning problems...
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
2016,
We consider a single stock‐point for a repairable item facing Markov modulated...
Minimizing the false alarm rate in systems with transient abnormality
Minimizing the false alarm rate in systems with transient abnormality
2016,
We consider a stochastic partially observable system that can switch between a normal...
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