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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 ...
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 ...
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 ...
Controlled Markov Processes on the Infinite Planning Horizon: Weighted and, Overtaking Cost Criteria
(1993)
Stochastic control problems for controlled Markov processes models with an infinite planning horizon are considered, under some non-standard cost criteria. The classical discounted and average cost criteria can be viewed ...
Risk-Sensitive, Minimax, and Mixed Risk-Neutral/Minimax Control of Markov Decision Processes
(1998)
This paper analyzes a connection between risk-sensitive and minimaxcriteria for discrete-time, finite-state Markov Decision Processes(MDPs). We synthesize optimal policies with respect to both criteria,both for finite ...
Existence of Risk Sensitive Optimal Stationary Policies for Controlled Markov Processes
(1997)
In this paper we are concerned with the existence of optimal stationary policies for infinite horizon risk sensitive Markov control processes with denumerable state space, unbounded cost function, and long run average cost. ...