908 search results - page 120 / 182 » Stochastic Finite Learning |
PE
2008
Springer
13 years 9 months ago
2008
Springer
Following up on a recently renewed interest in computational methods for M/G/1-type processes, this paper considers an M/G/1-like system in which the service time distribution is ...
SIAMAM
2008
13 years 9 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
SIAMCO
2002
13 years 8 months ago
2002
The paper introduces a new detectability concept for continuous-time Markov jump linear systems with finite Markov space that generalizes previous concepts found in the literature....
CDC
2010
IEEE
13 years 4 months ago
2010
IEEE
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
JSS
2010
13 years 3 months ago
2010
In this paper we investigate the effect of three time-triggered system rejuvenation policies on service availability using a queuing model. The model is formulated as an extended ...