Abstract. The Factored Markov Decision Process (FMDP) framework is a standard representation for sequential decision problems under uncertainty where the state is represented as a ...
Olga Kozlova, Olivier Sigaud, Pierre-Henri Wuillem...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
A new methodology to assess transient performance measures of tree-like processes is proposed by introducing the concept of tree-like processes with marked time epochs. As opposed...
Jeroen Van Velthoven, Benny Van Houdt, Chris Blond...
Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likeli...
Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision mak...