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View all- Gkatzelis VHartline J(2019)SIGecom job market candidate profiles 2019ACM SIGecom Exchanges10.1145/3331033.333103517:1(2-36)Online publication date: 7-May-2019
We consider time-average Markov Decision Processes MDPs, which accumulate a reward and cost at each decision epoch. A policy meets the sample-path constraint if the time-average cost is below a specified value with probability one. The optimization ...
Considered are time-average Markov Decision Processes MDPs with finite state and action spaces. Two definitions of variability are introduced, namely, the expected time-average variability and time-average expected variability. The two criteria are in ...
This paper introduces and develops a new approach to the theory of continuous time jump Markov decision processes (CTJMDP). This approach reduces discounted CTJMDPs to discounted semi-Markov decision processes (SMDPs) and eventually to discrete-time ...
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