From infinite to finite programs: Explicit error bounds with applications to approximate dynamic programming
We consider linear programming (LP) problems in infinite dimensional spaces that are in
general computationally intractable. Under suitable assumptions, we develop an …
general computationally intractable. Under suitable assumptions, we develop an …
[图书][B] Finite Approximations in discrete-time stochastic control
Control and optimization of dynamical systems in the presence of stochastic uncertainty is a
mature field with a large range of applications. A comprehensive treatment of such problems …
mature field with a large range of applications. A comprehensive treatment of such problems …
Asymptotic optimality and rates of convergence of quantized stationary policies in stochastic control
We consider the discrete approximation of stationary policies for a discrete-time Markov
decision process with Polish state and action spaces under total, discounted, and average …
decision process with Polish state and action spaces under total, discounted, and average …
Managing shutdown decisions in merchant commodity and energy production: A social commerce perspective
Problem definition: Merchant commodity and energy production assets operate in markets
with volatile prices and exchange rates. Plant closures adversely affect societal entities …
with volatile prices and exchange rates. Plant closures adversely affect societal entities …
Spatial modelling of natural disaster risk reduction policies with Markov decision processes
R Espada Jr, A Apan, K McDougall - Applied Geography, 2014 - Elsevier
Abstract The 2010/2011 floods in Queensland, Australia inflicted significant damages to
government's critical infrastructures, private properties and businesses reaching an …
government's critical infrastructures, private properties and businesses reaching an …
Constrained Markov Decision Processes with Non-constant Discount Factor
H Jasso-Fuentes, T Prieto-Rumeau - Journal of Optimization Theory and …, 2024 - Springer
This paper studies constrained Markov decision processes under the total expected
discounted cost optimality criterion, with a state-action dependent discount factor that may …
discounted cost optimality criterion, with a state-action dependent discount factor that may …
[HTML][HTML] Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
J Anselmi, F Dufour, T Prieto-Rumeau - Journal of Mathematical Analysis …, 2016 - Elsevier
In this paper, we propose an approach for approximating the value function and an ϵ-
optimal policy of continuous-time Markov decision processes with Borel state and action …
optimal policy of continuous-time Markov decision processes with Borel state and action …
Finite-state approximations to discounted and average cost constrained Markov decision processes
N Saldi - IEEE Transactions on Automatic Control, 2019 - ieeexplore.ieee.org
In this paper, we consider the finite-state approximation of a discrete-time constrained
Markov decision process (MDP) under the discounted and average cost criteria. Using the …
Markov decision process (MDP) under the discounted and average cost criteria. Using the …
Finite-state approximations to constrained Markov decision processes with Borel spaces
We consider the finite-state approximation of a discrete-time constrained Markov decision
process with compact state space, under the discounted cost criterion. Using the linear …
process with compact state space, under the discounted cost criterion. Using the linear …
Un cadre pour la planification consciente d'un observateur sous observabilité partielle
S Lepers, V Thomas, O Buffet - … sur la Planification, la Décision et l' …, 2024 - inria.hal.science
Dans cet article, nous nous intéressons à des problèmes de planification où l'agent est
conscient de la présence d'un observateur et où cet observateur est en situation …
conscient de la présence d'un observateur et où cet observateur est en situation …