Recent attention in quickest change detection in the multi-sensor setting has been on the case where the densities of the observations change at the same instant at all the sensor...
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...
This paper examines the problem of finding an optimal policy for a Partially Observable Markov Decision Process (POMDP) when the model is not known or is only poorly specified. W...
We formulate a fuzzy perceptive model for Markov decision processes with discounted payoff in which the perception for transition probabilities is described by fuzzy sets. Our aim...