Publications related to Markov decision process

Convergence rates of moment-sum-of-squares hierarchies for optimal control problems

We study the convergence rate of the moment-sum-of-squares hierarchy of semidefinite programs for optimal control problems with polynomial data. It is known that this hierarchy generates polynomial under-approximations to the value function of the optimal ...

Elsevier Science Bv2017

Control synthesis for stochastic systems given automata specifications defined by stochastic sets

Maryam Kamgarpour, John Lygeros, Tony Alan Wood

The problem of control synthesis to maximize the probability of satisfying automata specifications for systems with uncertainty is addressed. Two types of uncertainty are considered; stochasticity in the dynamical system and in the sets defining the specif ...

2017

Exact Diffusion for Distributed Optimization and Learning---Part I: Algorithm Development

Ali H. Sayed, Bicheng Ying, Kun Yuan

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range and superior conv ...

2017

Sequential Linear Quadratic Optimal Control for Nonlinear Switched Systems

Maryam Kamgarpour, Jonas Buchli, Farbod Farshidian

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but the switching ti ...

2017

Exact diffusion strategy for optimization by networked agents

Ali H. Sayed, Bicheng Ying, Kun Yuan

This work develops a distributed optimization algorithm with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown to have a wider stability range and superior convergence pe ...

IEEE2017

Dynamic Product Portfolio Management with Life Cycle Considerations

Ralf Seifert, Jean-Sébastien Tancrez, Isik Bicer

We consider a portfolio of products in which each product probabilistically transitions through various life cycle stages. The evolution through these life cycle stages is impacted by both marketing support and product launch decisions, which are bound by ...

2016

Controller design and value function approximation for nonlinear dynamical systems

Colin Neil Jones, Milan Korda

This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS) approximations of th ...

Pergamon-Elsevier Science Ltd2016

Time-Varying Gaussian Process Bandit Optimization

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

We consider the sequential Bayesian optimization problem with bandit feedback, adopting a formulation that allows for the reward function to vary with time. We model the reward function using a Gaussian process whose evolution obeys a simple Markov model. ...

2016

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Markov decision process

Batch Mode TD(lambda) for Controlling Partially Observable Gene Regulatory Networks

Convergence rates of moment-sum-of-squares hierarchies for optimal control problems

Control synthesis for stochastic systems given automata specifications defined by stochastic sets

Exact Diffusion for Distributed Optimization and Learning---Part I: Algorithm Development

Sequential Linear Quadratic Optimal Control for Nonlinear Switched Systems

Exact diffusion strategy for optimization by networked agents

Time-Projection control on 3LP, a simple idea to deal with intermittent pushes online

Dynamic Product Portfolio Management with Life Cycle Considerations

Controller design and value function approximation for nonlinear dynamical systems

Time-Varying Gaussian Process Bandit Optimization

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Exact Diffusion for Distributed Optimization and Learning---Part I: Algorithm Development

Sequential Linear Quadratic Optimal Control for Nonlinear Switched Systems

Control synthesis for stochastic systems given automata specifications defined by stochastic sets

Batch Mode TD(lambda) for Controlling Partially Observable Gene Regulatory Networks

Time-Projection control on 3LP, a simple idea to deal with intermittent pushes online

Controller design and value function approximation for nonlinear dynamical systems

Time-Varying Gaussian Process Bandit Optimization

Convergence rates of moment-sum-of-squares hierarchies for optimal control problems

Dynamic Product Portfolio Management with Life Cycle Considerations

Exact diffusion strategy for optimization by networked agents