515 search results - page 3 / 103 » Approximating Markov Processes by Averaging |
QEST
2005
IEEE
13 years 12 months ago
2005
IEEE
Abstract— Approximation techniques for labelled Markov processes on continuous state spaces were developed by Desharnais, Gupta, Jagadeesan and Panangaden. However, it has not be...
WSC
2001
13 years 7 months ago
2001
We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
LICS
2003
IEEE
13 years 11 months ago
2003
IEEE
This paper reports on and discusses three notions of approximation for Labelled Markov Processes that have been developed last year. The three schemes are improvements over former...
FOCS
2007
IEEE
14 years 19 days ago
2007
IEEE
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
JAT
2007
13 years 6 months ago
2007
We prove sharp bounds for the expectation of the supremum of the Gaussian process indexed by the intersection of Bn p with ρBn q for 1 ≤ p, q ≤ ∞ and ρ > 0, and by the ...