We introduce the generalized semi-Markov decision process (GSMDP) as an extension of continuous-time MDPs and semi-Markov decision processes (SMDPs) for modeling stochastic decisi...
The aim of this work is to obtain explicit conditions (i.e., conditions on the transition rates) for the stochastic comparison of Markov Processes. A general coupling technique is ...
We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal...
Abstract. CPDPs (Communicating Piecewise Deterministic Markov Processes) can be used for compositional specification of systems from the class of stochastic hybrid processes forme...