18 search results - page 1 / 4 » Approximate Probabilistic Constraints and Risk-Sensitive Opt... |
AMAI
2004
Springer
13 years 10 months ago
2004
Springer
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...
NIPS
1998
13 years 6 months ago
1998
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...
INFOCOM
2012
IEEE
11 years 7 months ago
2012
IEEE
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...
CORR
2011
Springer
13 years 17 hour ago
2011
Springer
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...
AAAI
1998
13 years 6 months ago
1998
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...