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Volumn 31, Issue 4, 2005, Pages 642-645

Performance potential-based neuro-dynamic programming for SMDPs

Author keywords

Neuro dynamic programming; Performance potentials; Semi Markov decision processes

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DECISION MAKING; DYNAMIC PROGRAMMING; ERROR CORRECTION; ITERATIVE METHODS; MATHEMATICAL MODELS; OPTIMIZATION;

EID: 23444449149     PISSN: 02544156     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (15)

References (13)
  • 1
    • 0031258478 scopus 로고    scopus 로고
    • Perturbation realization, potentials and sensitivity analysis of Markov processes
    • Cao X R, Chen H F. Perturbation realization, potentials and sensitivity analysis of Markov processes. IEEE Transactions on Automatic Control, 1997, 42(10): 1382-1393
    • (1997) IEEE Transactions on Automatic Control , vol.42 , Issue.10 , pp. 1382-1393
    • Cao, X.R.1    Chen, H.F.2
  • 2
    • 0032027940 scopus 로고    scopus 로고
    • The relations among potentials, perturbation analysis, and Markov decision processes
    • Cao X R. The relations among potentials, perturbation analysis, and Markov decision processes. Discrete Event Dynamic Systems: Theory and Applications, 1998, 8(1): 71-78
    • (1998) Discrete Event Dynamic Systems: Theory and Applications , vol.8 , Issue.1 , pp. 71-78
    • Cao, X.R.1
  • 3
    • 0033247533 scopus 로고    scopus 로고
    • Single sample path-based optimization of Markov chains
    • Cao X R. Single sample path-based optimization of Markov chains. Journal of Optimization Theory and Applications, 1999, 100(3): 527-548
    • (1999) Journal of Optimization Theory and Applications , vol.100 , Issue.3 , pp. 527-548
    • Cao, X.R.1
  • 4
    • 0142196586 scopus 로고    scopus 로고
    • Performance optimization of continuous-time Markov control processes based on performance potentials
    • Tang H, Xi H S, Yin B Q. Performance optimization of continuous-time Markov control processes based on performance potentials. International Journal of Systems Science, 2003, 34(1): 63-71
    • (2003) International Journal of Systems Science , vol.34 , Issue.1 , pp. 63-71
    • Tang, H.1    Xi, H.S.2    Yin, B.Q.3
  • 5
    • 20544477713 scopus 로고    scopus 로고
    • Optimal robust control policy for continuous-time Markov control processes with average-cost criteria
    • Tang H, Han J H, Gao J. Optimal robust control policy for continuous-time Markov control processes with average-cost criteria, Journal of University of Science and Technology of China, 2003, 34(2): 219-225
    • (2003) Journal of University of Science and Technology of China , vol.34 , Issue.2 , pp. 219-225
    • Tang, H.1    Han, J.H.2    Gao, J.3
  • 8
    • 0036997986 scopus 로고    scopus 로고
    • An on-line optimization algorithm for Markov control processes based on a single sample path
    • Tang H, Xi H S, Yin B Q. An on-line optimization algorithm for Markov control processes based on a single sample path. Control Theory and Applications, 2002, 19(6): 863-871
    • (2002) Control Theory and Applications , vol.19 , Issue.6 , pp. 863-871
    • Tang, H.1    Xi, H.S.2    Yin, B.Q.3
  • 9
    • 2942718962 scopus 로고    scopus 로고
    • A simulation optimization algorithm for CTMDPs based on randomized stationary policies
    • Tang H, Xi H S, Yin B Q. A simulation optimization algorithm for CTMDPs based on randomized stationary policies. Acta Automatica Sinica, 2004, 30(2): 229-234
    • (2004) Acta Automatica Sinica , vol.30 , Issue.2 , pp. 229-234
    • Tang, H.1    Xi, H.S.2    Yin, B.Q.3
  • 10
    • 0038631988 scopus 로고    scopus 로고
    • Semi-Markov decision problems and performance sensitivity analysis
    • Cao X R. Semi-Markov decision problems and performance sensitivity analysis. IEEE Transactions on Automatic Control, 2003, 48(5): 758-769
    • (2003) IEEE Transactions on Automatic Control , vol.48 , Issue.5 , pp. 758-769
    • Cao, X.R.1
  • 12
    • 0032652216 scopus 로고    scopus 로고
    • Single sample path-based sensitivity analysis of Markov processes
    • Liu Z K, Tu F S. Single sample path-based sensitivity analysis of Markov processes. IEEE Transactions on Automatic Control, 1999, 44(4): 872-875
    • (1999) IEEE Transactions on Automatic Control , vol.44 , Issue.4 , pp. 872-875
    • Liu, Z.K.1    Tu, F.S.2
  • 13
    • 33644486992 scopus 로고    scopus 로고
    • The NDP optimization of Markov decision processes based on TD(0) learning and performance potentials
    • Wuxi: Press of Eastern China University of Technology
    • Yuan J B, Tang H, Han J H. The NDP optimization of Markov decision processes based on TD(0) learning and performance potentials. In: Proceedings of The 23rd Chinese Control Conference, Wuxi: Press of Eastern China University of Technology, 2004
    • (2004) Proceedings of The 23rd Chinese Control Conference
    • Yuan, J.B.1    Tang, H.2    Han, J.H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.