185 search results - page 2 / 37 » Simulation-Based Optimization Algorithms for Finite-Horizon ... |
CORR
2012
Springer
12 years 3 months ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
ML
2002
ACM
13 years 7 months ago
2002
ACM
An issue that is critical for the application of Markov decision processes MDPs to realistic problems is how the complexity of planning scales with the size of the MDP. In stochas...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast informati...
CORR
2011
Springer
13 years 2 months ago
2011
Springer
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomiz...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
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...