منابع مشابه
Continuous time Markov decision processes
In this paper, we consider denumerable state continuous time Markov decision processes with (possibly unbounded) transition and cost rates under average criterion. We present a set of conditions and prove the existence of both average cost optimal stationary policies and a solution of the average optimality equation under the conditions. The results in this paper are applied to an admission con...
متن کاملSolving Structured Continuous-Time Markov Decision Processes
We present an approach to solving structured continuous-time Markov decision processes. We approximate the the optimal value function by a compact linear form, resulting in a linear program. The main difficulty arises from the number of constraints that grow exponentially with the number of variables in the system. We exploit the representation of continuous-time Bayesian networks (CTBNs) to de...
متن کاملContinuous Time Markov Processes on Graphs
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we study “multi-person simple random walks” on a graph G with n vertices. There are n persons distributed randomly at the vertices of G. In each step of this di...
متن کاملMarkov Decision Processes with Continuous Side Information
We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP for that episode. Our setting is motivated by applications in healthcare where baseline measurements of a patient at the start of a treatment episode form the...
متن کاملSeries Expansions for Continuous-Time Markov Processes
We present update formulas that allow us to express the stationary distribution of a continuous-time Markov process with denumerable state space having generator matrix Q∗ through a continuous-time Markov process with generator matrix Q. Under suitable stability conditions, numerical approximations can be derived from the update formulas, and we show that the algorithms converge at a geometric ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1961
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1961.11.879