HORIZONS by TeleCommunity
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- HORIZONS by TeleCommunity
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Numerical analysis of continuous time Markov decision processes over finite horizons
Continuous time Markov decision processes (CTMDPs) with a finite state and action space have been considered for a long time. It is known that under fairly general conditions the reward gained over a finite horizon can be maximized by a so-called ...
Conditions for the discovery of solution horizons
We present necessary and sufficient conditions for discrete infinite horizon optimization problems with unique solutions to be solvable. These problems can be equivalently viewed as the task of finding a shortest path in an infinite directed network. We ...
Conditions for the Existence of Planning Horizons
<P>We consider the general class of discounted problems involving sequential decision making over an unbounded horizon. Under the assumptions of a finite set of policy alternatives at each decision time and costs that are eventually uniformly bounded by ...
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Association for Computing Machinery
New York, NY, United States
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