Markov processes with quasilinear first order forward differential equation

A method for solving first order fuzzy differential equation

First-Order Markov Decision Processes

Markov Decision Processes (MDPs) [7] have developed lately as a standard method for representing uncertainty in decision-theoretic planning. Traditional MDP solution techniques have the drawback that they require an explicit state space, limiting their applicability to real-world problems due to the large number of world states occurring in such problems. Recent work addresses this drawback via...

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

Sufficiency of Markov Policies for Continuous-Time Markov Decision Processes and Solutions of Forward Kolmogorov Equation for Jump Markov Processes

In continuous-time Markov decision processes (CTMDPs) with Borel state and action spaces, unbounded transition rates, for an arbitrary policy, we construct a relaxed Markov policy such that the marginal distribution on the stateaction pairs at any time instant is the same for both the policies. This result implies the existence of a relaxed Markov policy that performs equally to an arbitrary po...

a method for solving first order fuzzy differential equation