SIAMCO
2010
13 years 6 months ago
2010
We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...
PKDD
2010
Springer
13 years 9 months ago
2010
Springer
Abstract. Bayesian reinforcement learning (RL) is aimed at making more efficient use of data samples, but typically uses significantly more computation. For discrete Markov Decis...
MOR
2010
13 years 10 months ago
2010
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...
JAIR
2010
13 years 10 months ago
2010
This paper deals with value (and Q-) function approximation in deterministic Markovian decision processes (MDPs). A general statistical framework based on the Kalman filtering pa...
INFORMS
2010
13 years 10 months ago
2010
We present an approximate dynamic programming approach for making ambulance redeployment decisions in an emergency medical service system. The primary decision is where we should ...
QUESTA
1998
13 years 11 months ago
1998
In this paper we study monotonicity results for optimal policies of various queueing and resource sharing models. The standard approach is to propagate, for each specific model, ...
ML
2002
ACM
13 years 11 months ago
2002
ACM
TD() is a popular family of algorithms for approximate policy evaluation in large MDPs. TD() works by incrementally updating the value function after each observed transition. It h...
AI
1998
Springer
13 years 11 months ago
1998
Springer
Reinforcement Learning (RL) is the study of programs that improve their performance by receiving rewards and punishments from the environment. Most RL methods optimize the discoun...
TSMC
2008
13 years 11 months ago
2008
This paper describes several ensemble methods that combine multiple different reinforcement learning (RL) algorithms in a single agent. The aim is to enhance learning speed and fin...
SIAMCO
2008
13 years 11 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...