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AUTOMATICA
2006
120views more  AUTOMATICA 2006»
13 years 6 months ago
Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear sys
This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
Mehmet Karan, Peng Shi, C. Yalçin Kaya
IJCAI
2007
13 years 7 months ago
Using Linear Programming for Bayesian Exploration in Markov Decision Processes
A key problem in reinforcement learning is finding a good balance between the need to explore the environment and the need to gain rewards by exploiting existing knowledge. Much ...
Pablo Samuel Castro, Doina Precup
ECAI
2004
Springer
13 years 11 months ago
On-Line Search for Solving Markov Decision Processes via Heuristic Sampling
In the past, Markov Decision Processes (MDPs) have become a standard for solving problems of sequential decision under uncertainty. The usual request in this framework is the compu...
Laurent Péret, Frédérick Garc...
WIOPT
2011
IEEE
12 years 9 months ago
Network utility maximization over partially observable Markovian channels
Abstract—This paper considers maximizing throughput utility in a multi-user network with partially observable Markov ON/OFF channels. Instantaneous channel states are never known...
Chih-Ping Li, Michael J. Neely
FAC
2007
122views more  FAC 2007»
13 years 6 months ago
Formal techniques for performance analysis: blending SAN and PEPA
Abstract. In this paper we consider two performance modelling techniques from the perspectives of model construction, generation of an underlying continuous time Markov process, an...
Jane Hillston, Leïla Kloul