Semi-markov decision problems and performance sensitivity analysis

DOI10.1109/TAC.2003.811252MaRDI QIDQ5266848zbMATH OpenOpenAlexFDO

Authors Xi-Ren Cao

Publication date 20 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2003.811252

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Discrete event control/observation systems (93C65)

Cited in

(19)

• Sensitivity analysis of a sequential decision problem with learning
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
• Threshold dynamics and sensitivity analysis of a stochastic semi-Markov switched SIRS epidemic model with nonlinear incidence and vaccination
• A basic formula for performance gradient estimation of semi-Markov decision processes
• Optimization of a special case of continuous-time Markov decision processes with compact action set
• A unified approach to time-aggregated Markov decision processes
• Modeling and optimization control of a demand-driven, conveyor-serviced production station
• Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
• Error bounds of optimization algorithms for semi-Markov decision processes
• Finite horizon semi-Markov decision processes with application to maintenance systems
• Quantised output-feedback design for networked control systems using semi-Markov model approach
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
• Performance optimization of semi-Markov decision processes with discounted-cost criteria
• The exponential utility optimality for infinite horizon semi-Markov decision processes
• Performance analysis for controlled semi-Markov systems with application to maintenance
• Fuzzy-model-based bipartite synchronization for nonlinear cooperation-competition networks with semi-Markov switching topologies under FDI attacks
• Nonzero-sum stochastic games with probability criteria
• A policy gradient method for semi-Markov decision processes with application to call admission control
• A quality of service negotiation-based vertical handoff decision scheme in heterogeneous wireless systems

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