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» Approximating Markov Processes by Averaging
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CDC
2008
IEEE
13 years 11 months ago
The vanishing approach for the average continuous control of piecewise deterministic Markov processes
Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...
Oswaldo Luiz V. Costa, Francois Dufour
IJCAI
2007
13 years 6 months ago
Average-Reward Decentralized Markov Decision Processes
Formal analysis of decentralized decision making has become a thriving research area in recent years, producing a number of multi-agent extensions of Markov decision processes. Wh...
Marek Petrik, Shlomo Zilberstein
LICS
2007
IEEE
13 years 11 months ago
Limits of Multi-Discounted Markov Decision Processes
Markov decision processes (MDPs) are controllable discrete event systems with stochastic transitions. The payoff received by the controller can be evaluated in different ways, dep...
Hugo Gimbert, Wieslaw Zielonka
AUTOMATICA
2008
104views more  AUTOMATICA 2008»
13 years 5 months ago
Exact finite approximations of average-cost countable Markov decision processes
For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optim...
Arie Leizarowitz, Adam Shwartz