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Page 1322 of Mathematical Reviews Vol. , Issue 98B
[page]

1998
*
Mathematical Reviews
*

A

*Markov**decision**process*is considered where the*infinite**horizon**average*expected reward is to be maximized subject to a number of inequality constraints on*average*expected*costs*. ... Summary: “This paper studies the expected*average**cost*control problem for discrete-time*Markov**decision**processes*with denu- merably*infinite*state spaces. ...##
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Page 2324 of Mathematical Reviews Vol. , Issue 92d
[page]

1992
*
Mathematical Reviews
*

Algorithmic optimal policies are the

*infinite**horizon*limit of policies which are optimal for the finite*horizon*problems. ... Gittins (4-OX-EC) 92d:90111 90C40 93D21 Cavazos-Cadena, Rolando (MEX-UAAG-SC); Hernandez-Lerma, Onésimo (MEX-IPN-CI) Recursive adaptive control of*Markov**decision**processes*with the*average*reward criterion ...##
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Reinforcement Learning With Function Approximation for Traffic Signal Control

2011
*
IEEE transactions on intelligent transportation systems (Print)
*

Details: We solve

doi:10.1109/tits.2010.2091408
fatcat:vf7vpxouxjf65cxqouso4rktlq
*infinite**horizon*discounted reward*markov**decision**process*(M DP ). ... Adapting the constraints of the RALP to include the active constraints of the ALP -critic by means of smoothed function gradient scheme. queueing networks Stochastic gradient algorithms for*routing*in ... Actor-critic algorithms based on ALP Details: We solve*infinite**horizon*discounted reward*markov**decision**process*(M DP ). ...##
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A Model for Multi-timescaled Sequential Decision-making Processes with Adversary

2004
*
Mathematical and Computer Modelling of Dynamical Systems
*

*Games*(MMGs) for hierarchically structured sequential

*decision*making

*processes*in two players' competitive situations where one player (the minimizer) wishes to minimize his

*cost*that will be paid to ... Extending the multi-time scale model proposed by the author et al. in the context of

*Markov*

*decision*

*processes*, this paper proposes a simple analytical model called M time-scale two-person zero-sum

*Markov*... Even though we considered only the

*infinite*

*horizon*discounted

*cost*criterion as a performance measure for simplicity, extending the discussion here into the

*infinite*

*horizon*

*average*

*cost*is straightforward ...

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Markov Decision Processes

2010
*
Jahresbericht der Deutschen Mathematiker-Vereinigung (Teubner)
*

We treat

doi:10.1365/s13291-010-0007-2
fatcat:no6ig6xj7rcxtiltf7b5itfl2u
*Markov**Decision**Processes*with finite and*infinite*time*horizon*where we will restrict the presentation to the so-called (generalized) negative case. ... The theory of*Markov**Decision**Processes*is the theory of controlled*Markov*chains. Its origins can be traced back to R. Bellman and L. Shapley in the 1950's. ... He established the theory of*Markov**Decision**Processes*in Germany 40 years ago. ...##
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Page 3361 of Mathematical Reviews Vol. , Issue 87f
[page]

1987
*
Mathematical Reviews
*

Existence of optimal dynamic

*routing*policies is proved for the long-run*average*and*infinite*-*horizon*discounted cases. ... In attempting to maximize*average*return per unit time over an*infinite**horizon*each customer must make a single*decision*, a choice of arrival rate which must then be used to determine the time until re-entry ...##
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The Robot Routing Problem for Collecting Aggregate Stochastic Rewards
[article]

2017
*
arXiv
*
pre-print

We consider the finite and

arXiv:1704.05303v2
fatcat:qij5525pm5ebriltvf7vgcvn7i
*infinite*-*horizon*robot*routing*problems. ... For finite-*horizon*, the goal is to maximize the total expected reward, while for*infinite**horizon*we consider limit-*average*objectives. ... Problem statements We investigate optimization and*decision*problems for finite and*infinite*-*horizon*robot*routing*. ...##
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Page 5242 of Mathematical Reviews Vol. , Issue 85k
[page]

1985
*
Mathematical Reviews
*

Author’s summary: “An

*infinite**horizon*, expected*average**cost*, dynamic*routing*problem is formulated for a simple failure-prone queueing system, modelled as a continuous time, continuous state controlled ... The system objective is to find a policy for dynamically choosing the rates, based on the current rates and queue length, that minimizes the expected total discounted*cost*or*average**cost*over an*infinite*...##
###
Route Planning: A
[chapter]

2021
*
Probability in Electrical Engineering and Computer Science
*

Section 13.4 discusses a generalization of the

doi:10.1007/978-3-030-49995-2_13
fatcat:x3dwb42ipvgnhovr5zyg3smonu
*route*planning problem: a*Markov**decision*problem. Section 13.5 solves the problem when the*horizon*is*infinite*. ... AbstractThis chapter is concerned with making successive*decisions*in the presence of uncertainty. The*decisions*affect the*cost*at each step but also the "state" of the system. ...*Infinite**Horizon*The problem of minimizing (13.6) involves a finite*horizon*. The problem stops at time n. ...##
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Markov Decision Processes With Applications in Wireless Sensor Networks: A Survey

2015
*
IEEE Communications Surveys and Tutorials
*

This survey reviews numerous applications of the

doi:10.1109/comst.2015.2420686
fatcat:422xkiciufedpljgcmfrwownau
*Markov**decision**process*(MDP) framework, a powerful*decision*-making tool to develop adaptive algorithms and protocols for WSNs. ... For long service time and low maintenance*cost*, WSNs require adaptive and robust methods to address data exchange, topology formulation, resource and power optimization, sensing coverage and object detection ... By contrast, forward induction is applied when we only know the initial state. 2) Solutions for*Infinite*Time*Horizon**Markov**Decision**Processes*: Solving an*infinite*time*horizon*MDP is more complex than ...##
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Page 428 of Mathematical Reviews Vol. , Issue 80A
[page]

1980
*
Mathematical Reviews
*

Stochastic dynamic systems are considered which can be modelled as

*infinite*-*horizon*, countable-state, continuous-time Markovian*decision*models. ... Kalin, Dieter 80a:90142 A note on: “Monotone optimal policies for*Markov**decision**processes*” (Math. Programming Stud. No. 6 (1976), 202-215) by R. F. Serfozo. “ Math. ...##
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Multitime scale markov decision processes

2003
*
IEEE Transactions on Automatic Control
*

Index Terms-

doi:10.1109/tac.2003.812782
fatcat:ero44k7a3zco5cffv5omh4l4hm
*Markov**decision**process*, multi-time scale, hierarchical control, rolling*horizon*time-scale model with © Þ . ... This paper proposes a simple analytical model called time-scale*Markov**Decision**Process*(MMDP) for hierarchically structured sequential*decision*making*processes*, where*decisions*in each level in the - ... This is because the lower bound on the result of Theorem 5.1 is 0 incorporating the fact that the*infinite**horizon**average*reward of any stationary*decision*rule is no bigger than the optimal*infinite*...##
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Approximate receding horizon approach for Markov decision processes: average reward case

2003
*
Journal of Mathematical Analysis and Applications
*

We consider an approximation scheme for solving

doi:10.1016/s0022-247x(03)00506-7
fatcat:nzx6vg7vargqnpdsc5mhvvik2a
*Markov**decision**processes*(MDPs) with countable state space, finite action space, and bounded rewards that uses an approximate solution of a fixed finite-*horizon*... We first analyze the performance of the approximate receding*horizon*control for*infinite*-*horizon**average*reward under an ergodicity assumption, which also generalizes the result obtained by White (J. ... In Section 2, we formally introduce*Markov**decision**processes*and in Section 3, we define the (approximate) receding*horizon*control and analyze its performance. ...##
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Sensitivity Analysis for Markov Decision Process Congestion Games
[article]

2019
*
arXiv
*
pre-print

The

arXiv:1909.04167v2
fatcat:3nb25shimzf3fdjsegc7otp7sy
*decision*makers optimize for their own expected*costs*, and influence each other through congestion effects on the state-action*costs*. ... We consider a non-atomic congestion*game*where each*decision*maker performs selfish optimization over states of a common MDP. ... INTRODUCTION*Markov**decision**process*(MDP) congestion*games*have been successfully used to model distributions of selfish*decision*makers when competing for finite resources [1] . ...##
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Robust Control of Markov Decision Processes with Uncertain Transition Matrices

2005
*
Operations Research
*

Hence, estimation errors are limiting factors in applying

doi:10.1287/opre.1050.0216
fatcat:sdopm7bnkfdg7cpnpjsixrff2a
*Markov**decision**processes*to real-world problems. ... We consider a robust control problem for a finite-state, finite-action*Markov**decision**process*, where uncertainty on the transition matrices is described in terms of possibly nonconvex sets. ... Introduction Finite-state and finite-action*Markov**decision**processes*(MDPs) capture several attractive features that are important in*decision*making under uncertainty: they handle risk in sequential ...
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