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Approximate Receding Horizon Approach for Markov Decision Processes: Average Reward Case
(2001)
Building on the receding horizon approach by Hernandez-Lerma andLasserre in solving Markov decision processes (MDPs),this paper first analyzes the performance of the (approximate) receding horizon approach in terms of ...
Risk-Sensitive and Minimax Control of Discrete-Time, Finite-State Markov Decision Processes
(1998)
This paper analyzes a connection between risk-sensitive and minimaxcriteria for discrete-time, finite-states Markov Decision Processes(MDPs). We synthesize optimal policies with respect to both criteria,both for finite ...
Harnack's Inequality for Cooperative Weakly Coupled Elliptic Systems
(1997)
We consider cooperative, uniformly elliptic systems, with bounded coefficients and coupling in the zeroth-order terms. We establish two analogues of Harnack's inequality for this class of systems. A weak version is obtained ...
Stable Behavior and Stabilizing Supervisor for Discrete Event Dynamical Systems
(1991)
The paper studies stability and stabilizability of Discrete event Dynamical Systems (DEDS's) in the framework of Ramadge and Wonham. We define stability and stabilizability in terms of the behavior of the DEDS's, i.e. the ...
Simulation-Based Approach for Semiconductor Fab-Level Decision Making - Implementation Issues
(2000)
In this paper, we discuss implementation issues of applying a simulation-based approach to asemiconductor fab-level decision making problem. The fab-level decision making problem isformulated as a Markov Decision Process ...
Stochastic Differential Games with Multiple Modes
(1995)
We have studied two-person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the non- zero sum case we have proved the ...
Monotone Optimal Policies for a Transient Queueing Staffing Problem
(1997)
We consider the problem of determining the optimal policy for staffing a queueing system over multiple periods, using a model that takes into account transient queueing effects. Formulating the problem in a dynamic programming ...
Stability of Wireless Networks for Mode S Radar
(2000)
Stability issues in a connectionless, one-hop queueing system featuringservers with overlapping service regions (e.g. a Mode Select (Mode S) Radarcommunications network or part of an Aeronautical Telecommunications Network ...
A Framework for Mixed Estimation of Hidden Markov Models
(1998)
In this paper, we present a framework for a mixed estimationscheme for hidden Markov models (HMM).A robust estimation scheme is first presented using the minimax method thatminimizes a worst case cost for HMMs with bounded ...
Risk-Sensitive Optimal Control of Hidden Markov Models: A Case Study
(1994)
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM). Building upon recent results by Baras, James and Elliott, we investigate the structure of risk-sensitive controllers for HMM, via an ...