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AIPS
2009
13 years 11 months ago
Efficient Solutions to Factored MDPs with Imprecise Transition Probabilities
When modeling real-world decision-theoretic planning problems in the Markov decision process (MDP) framework, it is often impossible to obtain a completely accurate estimate of tr...
Karina Valdivia Delgado, Scott Sanner, Leliane Nun...
WSC
2001
13 years 11 months ago
On improving the performance of simulation-based algorithms for average reward processes with application to network pricing
We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
Enrique Campos-Náñez, Stephen D. Pat...
ALGORITHMICA
2010
107views more  ALGORITHMICA 2010»
13 years 10 months ago
A Universal Online Caching Algorithm Based on Pattern Matching
We present a universal algorithm for the classical online problem of caching or demand paging. We consider the caching problem when the page request sequence is drawn from an unkn...
Gopal Pandurangan, Wojciech Szpankowski
ANOR
2010
85views more  ANOR 2010»
13 years 10 months ago
Inventory management with partially observed nonstationary demand
Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
Erhan Bayraktar, Michael Ludkovski
AAAI
2011
12 years 10 months ago
Linear Dynamic Programs for Resource Management
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
Marek Petrik, Shlomo Zilberstein