finite horizon
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Lexicographic refinements in possibilistic decision trees and finite-horizon Markov decision processes
... and finite-horizon Markov decision processes are two frameworks that are very close to each ...A finite-horizon (possibilistic) MDP can be translated into a decision tree by representing ...
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Lexicographic refinements in possibilistic decision trees and finite-horizon Markov decision processes
... to finite horizon sequential problem, providing lexicographic possibilistic decision criteria that compare full policies (and not simply their ...and finite horizon Markov decision processes ...
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Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
... dimension are high. In [Hur+18], we proposed algorithms relying on deep neural net- works for approximating/learning the optimal policy and then eventually the value function by performance/policy iteration or hybrid ...
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Chance Constrained Finite Horizon Optimal Control
... Constrained Finite Horizon Optimal Control with Nonconvex Constraints Masahiro Ono, Lars Blackmore, and Brian ...considers finite-horizon optimal con- trol for dynamic systems subject to ...
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Bi-objective finite horizon optimal control problems with Bolza and maximum running cost
... 8.1 A problem of business strategy Denote by y(s) the quantity of steel produced by an industry, at time s. At every moment, such production can either be reinvested to expand the productive capacity or sold. The initial ...
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Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case
... An interesting question is whether the optimal selling price is a nonincreasing function of the initial inventory level, as is the case for a similar model with no fixed cost; see Federgr[r] ...
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Decentralized chance-constrained finite-horizon
... Our algorithm, Market-based Iterative Risk Allocation (MIRA), finds the optimal solution by solving the decom- posed optimization problem and the root-finding problem it- eratively and a[r] ...
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Bounds on Finite Horizon QoS Metrics with Application to Call Admission
... Unite´ de recherche INRIA Lorraine, Technopoˆle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LE` S NANCY Unite´ de recherche INRIA Rennes, Ir[r] ...
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An investigation into Mathematical Programming for Finite Horizon Decentralized POMDPs
... good solution and their computation time is often better than GMAA*. This might prove useful for approximate heuristic driven forward searches. The computational record of the two 2-agent programs shows that MILP-2 ...
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A max-plus finite element method for solving finite horizon deterministic optimal control problems
... Unité de recherche INRIA Rocquencourt Domaine de Voluceau - Rocquencourt - BP 105 - 78153 Le Chesnay Cedex France Unité de recherche INRIA Futurs : Parc Club Orsay Université - ZAC des V[r] ...
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Optimal Switching in Finite Horizon under State Constraints
... 6.2 Sufficient conditions for (H3) We end this Section by providing explicit examples where (H3) is satisfied. The idea consists in constructing switching strategies with finite number of switches and satisfying ...
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Infinite-horizon problems under periodicity constraint
... INFINITE-HORIZON PROBLEMS UNDER PERIODICITY CONSTRAINT J. BLOT, A. BOUADI AND B. NAZARET Abstract. We study some infinite-horizon optimization problems on spaces of periodic functions, for non periodic ...
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Towards GP-based optimization with finite time horizon
... 2 What is a strategy and how to measure its performance? 2.1 Deterministic strategies with finite horizon We now propose a definition of sequential deterministic strategies for optimization with ...
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Utility maximization with random horizon: a BSDE approach
... f ps, Y s , Z s , U s qds, t P r0, T s, (1.3) in the context of mean-variance hedging, with H s : “ 1 τďs and W a standard Brownian motion. The interesting feature here lies in the fact that under some assumptions on the ...
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Output controllability in a long-time horizon
... In this paper, we consider the output controllability of finite-dimensional control systems. In many applica- tions, state variables are not relevant from the point of view of the practical control application. To ...
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Guide sur les priorités de recherche dans le secteur porcin : horizon 2024
... Dans ce contexte et dans un objectif d’amélioration du bien-être animal, la sélection génétique est à privilégier afin d’améliorer le comportement des truies pour faciliter [r] ...
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Approches par horizon roulant pour un problème de planification stochastique
... 2 Le modèle de planification stochastique Nous considérons un modèle à horizon fini N et à temps discret où les intervalles de temps (ou slots) sont d’une durée finie δ et identifiés par un entier t. Chaque slot t ...
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La nuit étoilée, nouvel horizon des rapports des territoires à l’environnement
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ...
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Infinite horizon problems on stratifiable state-constraints sets
... In [ 3 ], it has been shown that the epigraph of the value function ϑ can always be described by an auxiliary optimal control problem without state constraints for which the value functi[r] ...
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Horizon scientifique et enjeu industriel de la biosynthèse des acides nucléiques
... Les moyens de cette exploration fonctionnelle et de cette diversification structurelle dépendront de manière critique de la capacité à importer dans les cellules les molécules hétérod[r] ...
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