Variability sensitive Markov decision processes

Melike Baykal-Gursoy, Keith Ross

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    Time-average Markov decision processes with finite state and action spaces are considered. Several definitions of variability are introduced and compared. It is shown that a stationary policy maximizes one of these criteria, namely, the expected long-run average variability. An algorithm that produces such an optimal stationary policy is given.

    Original languageEnglish (US)
    Title of host publicationProceedings of the IEEE Conference on Decision and Control
    PublisherPubl by IEEE
    Pages1261-1262
    Number of pages2
    Volume2
    StatePublished - 1989
    EventProceedings of the 28th IEEE Conference on Decision and Control. Part 2 (of 3) - Tampa, FL, USA
    Duration: Dec 13 1989Dec 15 1989

    Other

    OtherProceedings of the 28th IEEE Conference on Decision and Control. Part 2 (of 3)
    CityTampa, FL, USA
    Period12/13/8912/15/89

    ASJC Scopus subject areas

    • Chemical Health and Safety
    • Control and Systems Engineering
    • Safety, Risk, Reliability and Quality

    Cite this

    Baykal-Gursoy, M., & Ross, K. (1989). Variability sensitive Markov decision processes. In Proceedings of the IEEE Conference on Decision and Control (Vol. 2, pp. 1261-1262). Publ by IEEE.

    Variability sensitive Markov decision processes. / Baykal-Gursoy, Melike; Ross, Keith.

    Proceedings of the IEEE Conference on Decision and Control. Vol. 2 Publ by IEEE, 1989. p. 1261-1262.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Baykal-Gursoy, M & Ross, K 1989, Variability sensitive Markov decision processes. in Proceedings of the IEEE Conference on Decision and Control. vol. 2, Publ by IEEE, pp. 1261-1262, Proceedings of the 28th IEEE Conference on Decision and Control. Part 2 (of 3), Tampa, FL, USA, 12/13/89.
    Baykal-Gursoy M, Ross K. Variability sensitive Markov decision processes. In Proceedings of the IEEE Conference on Decision and Control. Vol. 2. Publ by IEEE. 1989. p. 1261-1262
    Baykal-Gursoy, Melike ; Ross, Keith. / Variability sensitive Markov decision processes. Proceedings of the IEEE Conference on Decision and Control. Vol. 2 Publ by IEEE, 1989. pp. 1261-1262
    @inproceedings{a60acd5886604e36b2744ecc34fa5797,
    title = "Variability sensitive Markov decision processes",
    abstract = "Time-average Markov decision processes with finite state and action spaces are considered. Several definitions of variability are introduced and compared. It is shown that a stationary policy maximizes one of these criteria, namely, the expected long-run average variability. An algorithm that produces such an optimal stationary policy is given.",
    author = "Melike Baykal-Gursoy and Keith Ross",
    year = "1989",
    language = "English (US)",
    volume = "2",
    pages = "1261--1262",
    booktitle = "Proceedings of the IEEE Conference on Decision and Control",
    publisher = "Publ by IEEE",

    }

    TY - GEN

    T1 - Variability sensitive Markov decision processes

    AU - Baykal-Gursoy, Melike

    AU - Ross, Keith

    PY - 1989

    Y1 - 1989

    N2 - Time-average Markov decision processes with finite state and action spaces are considered. Several definitions of variability are introduced and compared. It is shown that a stationary policy maximizes one of these criteria, namely, the expected long-run average variability. An algorithm that produces such an optimal stationary policy is given.

    AB - Time-average Markov decision processes with finite state and action spaces are considered. Several definitions of variability are introduced and compared. It is shown that a stationary policy maximizes one of these criteria, namely, the expected long-run average variability. An algorithm that produces such an optimal stationary policy is given.

    UR - http://www.scopus.com/inward/record.url?scp=0024908281&partnerID=8YFLogxK

    UR - http://www.scopus.com/inward/citedby.url?scp=0024908281&partnerID=8YFLogxK

    M3 - Conference contribution

    AN - SCOPUS:0024908281

    VL - 2

    SP - 1261

    EP - 1262

    BT - Proceedings of the IEEE Conference on Decision and Control

    PB - Publ by IEEE

    ER -