Large scale system management based on Markov Decision Process and Big Data Concept

Author(s):  
Sagit Valeev ◽  
Natalya Kondratyeva
2010 ◽  
Vol 44-47 ◽  
pp. 3611-3615 ◽  
Author(s):  
Zhi Cong Zhang ◽  
Kai Shun Hu ◽  
Hui Yu Huang ◽  
Shuai Li ◽  
Shao Yong Zhao

Reinforcement learning (RL) is a state or action value based machine learning method which approximately solves large-scale Markov Decision Process (MDP) or Semi-Markov Decision Process (SMDP). A multi-step RL algorithm called Sarsa(,k) is proposed, which is a compromised variation of Sarsa and Sarsa(). It is equivalent to Sarsa if k is 1 and is equivalent to Sarsa() if k is infinite. Sarsa(,k) adjust its performance by setting k value. Two forms of Sarsa(,k), forward view Sarsa(,k) and backward view Sarsa(,k), are constructed and proved equivalent in off-line updating.


Author(s):  
A.V. Edelev ◽  
D.N. Karamov ◽  
I.A. Sidorov ◽  
D.V. Binh ◽  
N.H. Nam ◽  
...  

The paper addresses the research of the large-scale penetration of renewable energy into the power system of Vietnam. The proposed approach presents the optimization of operational decisions in different power generation technologies as a Markov decision process. It uses a stochastic base model that optimizes a deterministic lookahead model. The first model applies the stochastic search to optimize the operation of power sources. The second model captures hourly variations of renewable energy over a year. The approach helps to find the optimal generation configuration under different market conditions.


2013 ◽  
Vol 30 (05) ◽  
pp. 1350014 ◽  
Author(s):  
ZHICONG ZHANG ◽  
WEIPING WANG ◽  
SHOUYAN ZHONG ◽  
KAISHUN HU

Reinforcement learning (RL) is a state or action value based machine learning method which solves large-scale multi-stage decision problems such as Markov Decision Process (MDP) and Semi-Markov Decision Process (SMDP) problems. We minimize the makespan of flow shop scheduling problems with an RL algorithm. We convert flow shop scheduling problems into SMDPs by constructing elaborate state features, actions and the reward function. Minimizing the accumulated reward is equivalent to minimizing the schedule objective function. We apply on-line TD(λ) algorithm with linear gradient-descent function approximation to solve the SMDPs. To examine the performance of the proposed RL algorithm, computational experiments are conducted on benchmarking problems in comparison with other scheduling methods. The experimental results support the efficiency of the proposed algorithm and illustrate that the RL approach is a promising computational approach for flow shop scheduling problems worthy of further investigation.


Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1385
Author(s):  
Irais Mora-Ochomogo ◽  
Marco Serrato ◽  
Jaime Mora-Vargas ◽  
Raha Akhavan-Tabatabaei

Natural disasters represent a latent threat for every country in the world. Due to climate change and other factors, statistics show that they continue to be on the rise. This situation presents a challenge for the communities and the humanitarian organizations to be better prepared and react faster to natural disasters. In some countries, in-kind donations represent a high percentage of the supply for the operations, which presents additional challenges. This research proposes a Markov Decision Process (MDP) model to resemble operations in collection centers, where in-kind donations are received, sorted, packed, and sent to the affected areas. The decision addressed is when to send a shipment considering the uncertainty of the donations’ supply and the demand, as well as the logistics costs and the penalty of unsatisfied demand. As a result of the MDP a Monotone Optimal Non-Decreasing Policy (MONDP) is proposed, which provides valuable insights for decision-makers within this field. Moreover, the necessary conditions to prove the existence of such MONDP are presented.


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