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Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes
In this note we focus attention on discrete-time Markov decision processes with risk-sensitive optimality criteria (i.e. the case when the stream of rewards generated by the Markov processes is evaluated b...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Generalizing Markov Decision Processes to Imprecise Probabilities.
This paper is a first step towards generalizing the concept of a Markov decision process to imprecise probabilities. A concept of a generalized Markov decision process is defined and motivated. Fi...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Second Order Optimality in Markov and Semi-Markov Decision Processes
Semi-Markov decision processes can be considered as an extension of discrete- and continuous-time Markov reward models. Unfortunately, traditional optimality criteria special classes of semi-Markov d...
Statistics and probability
- 2019 •
- D
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D - Stať ve sborníku
Necessary and sufficient optimality conditions in multichain semi-Markov decision processes
In this note, we consider semi-Markov decision processes with finite state and general multichain structure. We formulate necessary and sufficient optimality condition for average reward optimality criteria as well as condi...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Conditional Value-at-Risk for Reachability and Mean Payoff in Markov Decision Processes
We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the wo...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Estimation of Discretized Motion of Pedestrians by the Decision-Making Model
. The underlying Markov decision process is estimated using the finite mixture approximation of a Markov decision process for one clever’ agent. This agent optimises his strategyThe contribution g...
BD - Teorie informace
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Risk-Sensitive Optimality Criteria in Markov Decision Processes
The usual optimization criteria for Markov decision processes can be quite unsufficient to fully capture the various aspects of a decision maker. It may be preferable as for the exponential utility of cumulative re...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Controller Synthesis and Verification for Markov Decision Processes with Qualitative Branching Time Objectives
We show that the controller synthesis and verification problems for Markov decision processes with qualitative PECTL* objectives are 2-EXPTIME complete. More precisely, the algorithms are polynomial in the size of a given <...
IN - Informatika
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
AN APPROACH TO CUSTOMER BEHAVIOR MODELING USING MARKOV DECISION PROCESS
This paper presents an application of Markov Decision Process method for modeling of selected marketing processes. Based on available realistic data, MDP model is constructed. Customer behavior is represented by a ...
Statistics and probability
- 2017 •
- D
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D - Stať ve sborníku
Average Reward Optimality in Semi-Markov Decision Processes with Costly Interventions
In this note we consider semi-Markov reward decision processes evolving to the standard models we assume that the decision maker can also change the running process for the classical Markov de...
Statistics and probability
- 2023 •
- D
Rok uplatnění
D - Stať ve sborníku
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