Filtry
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-
Statistics and probability
- 2019 •
- D
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D - Stať ve sborníku
Continuous-Time Markov Decisions Based on Partial Exploration
We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsy...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2018 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Optimal Continuous Time Markov Decisions
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophis...
IN - Informatika
- 2015 •
- D •
- Odkaz
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D - Stať ve sborníku
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Markov decision chains in discrete- and continuous-time; a unified approach
In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optim...
AH - Ekonomie
- 2010 •
- D
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D - Stať ve sborníku
Risk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains
In this note we consider continuous-time Markov decision processes with finite state and actions spaces where the stream of rewards generated by the Markov processes is evaluated by an ex...
Economic Theory
- 2018 •
- D
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D - Stať ve sborníku
Average Reward Optimality in Semi-Markov Decision Processes with Costly Interventions
for the classical Markov decision chains in discrete and continuous time setting turn outIn this note we consider semi-Markov reward decision processes evolving to the standard models we...
Statistics and probability
- 2023 •
- D
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D - Stať ve sborníku
Central Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes
In this note we consider continuous-time Markov decision processes with finite state space where the stream of rewards generated by the Markov processes is evaluated by an exponential uti...
Statistics and probability
- 2020 •
- O
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O - Ostatní výsledky
Policy Learning for Time-Bounded Reachability in Continuous-Time Markov Decision Processes via Doubly-Stochastic Gradient Ascent
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a po...
IN - Informatika
- 2016 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Mean-Payoff Optimization in Continuous-Time Markov Chains with Parametric Alarms
Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be ...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2017 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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 ev...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- D
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D - Stať ve sborníku
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