3 citations · 3 across the 7 of their papers we have counts for
8 papers
New Modelling and Solution Frameworks for Multiple Objectives, Decomposability and Impulsivity in Continuous-time Markov Decision Processes
Luke Fairley, Rob Shone, Peter Jacko +1
Impulsive control, in the context of continuous-time Markov decision processes (CTMDPs), refers to actions that instantaneously update the state of the process, leading to theoreti…
Markov Decision Process Approximation Methods for Water Distribution Network Inspection and Maintenance: A Case Study of the U.S. Virgin Islands
Minsuk Seo, Daniel A. Eisenberg, Jefferson Huang
We develop a repair-oriented inspection and maintenance decision framework for water distribution networks. This work is motivated by utilities operating in data-sparse environment…
Convergence of Fast Policy Iteration in Markov Games and Robust MDPs
Keith Badger, Jefferson Huang, Marek Petrik
Markov games and robust MDPs are closely related models that involve computing a pair of saddle point policies. As part of the long-standing effort to develop efficient algorithms…
Computing optimal policies for managing inventories with noisy observations
Eugene Feinberg, Jefferson Huang, Pavlo Kasyanov +1
This paper implements the Deep Deterministic Policy Gradient (DDPG) algorithm for computing optimal policies for partially observable single-product periodic review inventory contr…
A Bi-Objective Markov Decision Process Design approach to redundancy allocation with dynamic maintenance for a parallel system
Luke Fairley, Rob Shone, Peter Jacko +1
The reliability of a system can be improved by the addition of redundant elements, giving rise to the well-known redundancy allocation problem (RAP). We propose a novel extension t…
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Eugene A. Feinberg, Jefferson Huang
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous…
On the Reduction of Total-Cost and Average-Cost MDPs to Discounted MDPs
Eugene A. Feinberg, Jefferson Huang
This paper provides conditions under which total-cost and average-cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total-cos…
The Value Iteration Algorithm is Not Strongly Polynomial for Discounted Dynamic Programming
Eugene A. Feinberg, Jefferson Huang
This note provides a simple example demonstrating that, if exact computations are allowed, the number of iterations required for the value iteration algorithm to find an optimal po…