Now showing items 1-5 of 5
Simplex Algorithm for Countable-state Discounted Markov Decision Processes
(2014-11-18)
We consider discounted Markov Decision Processes (MDPs) with countably-infinite state spaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs are inventory management and queueing control problems ...
Data-Driven Three-Phase Fundamental Diagram for Traffic Modeling
(2016-05-30)
Macroscopic traffic flow models are widely used to estimate traffic status on a freeway, and the fundamental diagram (FD), that establishes a relationship between density and flux, is essential for these models to be ...
A linear programming approach to constrained nonstationary infinite-horizon Markov decision processes
(2013-03-06)
Constrained Markov decision processes (MDPs) are MDPs optimizing an objective function while satisfying additional constraints. We study a class of infinite-horizon constrained MDPs with nonstationary problem data, finite ...