markov control
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Author(s):  
Angelo Encapera ◽  
Abhijit Gosavi

Artificial intelligence techniques can play a significant role in solving problems encountered in the domain of Total Productive Maintenance (TPM). This paper considers a new reinforcement learning algorithm called iSMART, which can solve semi-Markov decision processes underlying control problems related to TPM. The algorithm uses a constant exploration rate, unlike its precursor R-SMART, which required exploration decay. Numerical experiments conducted here show encouraging behavior with the new algorithm.


2016 ◽  
Vol 53 (1) ◽  
pp. 91-105
Author(s):  
Fabián Crocce ◽  
Ernesto Mordecki

Abstract We provide an algorithm to find the value and an optimal strategy of the Ten Thousand dice game solitaire variant in the framework of Markov control processes. Once an optimal critical threshold is found, the set of nonstopping states of the game becomes finite and the solution is found by a backwards algorithm that gives the values for each one of these states of the game. The algorithm is finite and exact. The strategy to find the critical threshold comes from the continuous pasting condition used in optimal stopping problems for continuous-time processes with jumps.


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