A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates

Science China Mathematics ◽

10.1007/s11425-015-5029-x ◽

2015 ◽

Vol 58 (9) ◽

pp. 1923-1938 ◽

Author(s):

XiangXiang Huang ◽

XiaoLong Zou ◽

XianPing Guo

Keyword(s):

Markov Decision Processes ◽

Minimization Problem ◽

Decision Processes ◽

First Passage ◽

Risk Probability ◽

Markov Decision ◽

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First passage risk probability optimality for continuous time Markov decision processes

Kybernetika ◽

10.14736/kyb-2019-1-0114 ◽

2019 ◽

pp. 114-133

Author(s):

Haifeng Huo ◽

Xian Wen

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

First Passage ◽

Risk Probability ◽

Markov Decision

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A risk minimization problem for finite horizon semi-Markov decision processes with loss rates

Journal of Dynamics & Games ◽

10.3934/jdg.2018009 ◽

2018 ◽

Vol 5 (2) ◽

pp. 143-163 ◽

Author(s):

Qiuli Liu ◽

◽

Xiaolong Zou ◽

Keyword(s):

Markov Decision Processes ◽

Minimization Problem ◽

Decision Processes ◽

Finite Horizon ◽

Risk Minimization ◽

Markov Decision ◽

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Optimal risk probability for first passage models in semi-Markov decision processes

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2009.05.058 ◽

2009 ◽

Vol 359 (1) ◽

pp. 404-420 ◽

Author(s):

Yonghui Huang ◽

Xianping Guo

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

First Passage ◽

Risk Probability ◽

Markov Decision

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First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-011-0061-2 ◽

2011 ◽

Vol 27 (2) ◽

pp. 177-190 ◽

Author(s):

Yong-hui Huang ◽

Guo Xian-ping

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

First Passage ◽

Markov Decision ◽

Discounted Costs

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Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors

Discrete Event Dynamic Systems ◽

10.1007/s10626-014-0209-3 ◽

2015 ◽

Vol 26 (4) ◽

pp. 669-683 ◽

Author(s):

Xiao Wu ◽

Junyu Zhang

Keyword(s):

Markov Decision Processes ◽

Discrete Time ◽

Decision Processes ◽

First Passage ◽

Discount Factors ◽

Markov Decision ◽

Finite Approximation

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Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2947654 ◽

2020 ◽

Vol 65 (7) ◽

pp. 3199-3206

Author(s):

Haifeng Huo ◽

Xianping Guo

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Finite Horizon ◽

Minimization Problems ◽

Risk Probability ◽

Markov Decision

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Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes

Optimization, Control, and Applications of Stochastic Systems ◽

10.1007/978-0-8176-8337-5_11 ◽

2012 ◽

pp. 181-202 ◽

Author(s):

Yonghui Huang ◽

Xianping Guo

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

First Passage ◽

Markov Decision

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First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies

IEEE Transactions on Automatic Control ◽

10.1109/tac.2013.2281475 ◽

2014 ◽

Vol 59 (1) ◽

pp. 163-174 ◽

Author(s):

Xianping Guo ◽

Xinyuan Song ◽

Yi Zhang

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

First Passage ◽

Discount Factors ◽

Markov Decision

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Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

Mathematics of Operations Research ◽

10.1287/moor.1100.0477 ◽

2011 ◽

Vol 36 (1) ◽

pp. 105-132 ◽

Author(s):

Xianping Guo ◽

Alexei Piunovskiy

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Markov Decision ◽

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Constrained Markov decision processes with first passage criteria

Annals of Operations Research ◽

10.1007/s10479-012-1292-1 ◽

2012 ◽

Vol 206 (1) ◽

pp. 197-219 ◽

Author(s):

Yonghui Huang ◽

Qingda Wei ◽

Xianping Guo

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

First Passage ◽

Constrained Markov Decision Processes ◽

Markov Decision

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