The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with re...
Abstract—The problem of minimizing queueing delay of opportunistic access of multiple continuous time Markov channels is considered. A new access policy based on myopic sensing a...
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomiz...
We present a technique for computing approximately optimal solutions to stochastic resource allocation problems modeled as Markov decision processes (MDPs). We exploit two key pro...
Nicolas Meuleau, Milos Hauskrecht, Kee-Eung Kim, L...