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» Approximating Markov Processes by Averaging
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ICALP
2009
Springer
14 years 5 months ago
Approximating Markov Processes by Averaging
We take a dual view of Markov processes ? advocated by Kozen ? as transformers of bounded measurable functions. We redevelop the theory of labelled Markov processes from this view ...
Philippe Chaput, Vincent Danos, Prakash Panangaden...
CALCO
2009
Springer
150views Mathematics» more  CALCO 2009»
13 years 11 months ago
Approximating Labelled Markov Processes Again!
Abstract. Labelled Markov processes are continuous-state fully probabilistic labelled transition systems. They can be seen as co-algebras of a suitable monad on the category of mea...
Philippe Chaput, Vincent Danos, Prakash Panangaden...
COLT
2007
Springer
13 years 11 months ago
Bounded Parameter Markov Decision Processes with Average Reward Criterion
Bounded parameter Markov Decision Processes (BMDPs) address the issue of dealing with uncertainty in the parameters of a Markov Decision Process (MDP). Unlike the case of an MDP, t...
Ambuj Tewari, Peter L. Bartlett
SIAMCO
2010
112views more  SIAMCO 2010»
12 years 11 months ago
Average Continuous Control of Piecewise Deterministic Markov Processes
In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...
Oswaldo Luiz V. Costa, François Dufour
ALT
2007
Springer
14 years 1 months ago
Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
We consider how state similarity in average reward Markov decision processes (MDPs) may be described by pseudometrics. Introducing the notion of adequate pseudometrics which are we...
Ronald Ortner