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Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Multi-period mean-variance optimization is a long-standing problem, caused by the failure of dynamic programming principle. This paper studies the mean-variance optimization in a setting of finite-horizon discrete-time Markov decision…

Optimization and Control · Mathematics 2025-07-31 Li Xia , Zhihui Yu

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Mobile micro-cloud is an emerging technology in distributed computing, which is aimed at providing seamless computing/data access to the edge of the network when a centralized service may suffer from poor connectivity and long latency.…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-18 Shiqiang Wang , Rahul Urgaonkar , Ting He , Murtaza Zafer , Kevin Chan , Kin K. Leung

Management and orchestration (MANO) of resources by virtual network functions (VNFs) represents one of the key challenges towards a fully virtualized network architecture as envisaged by 5G standards. Current threshold-based policies…

Information Theory · Computer Science 2019-10-24 Joan S Pujol Roig , David M. Gutierrez-Estevez , Deniz Gündüz

With the rapid growth in renewable energy and battery storage technologies, there exists significant opportunity to improve energy efficiency and reduce costs through optimization. However, optimization algorithms must take into account the…

Optimization and Control · Mathematics 2019-02-19 Chaitanya Poolla , Abraham K. Ishihara , Rodolfo Milito

In up-to-date machine learning (ML) applications on cloud or edge computing platforms, batching is an important technique for providing efficient and economical services at scale. In particular, parallel computing resources on the…

Machine Learning · Computer Science 2023-09-04 Yaodan Xu , Jingzhou Sun , Sheng Zhou , Zhisheng Niu

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

This work proposes a novel framework to dynamically and effectively manage and allocate different types of resources for Metaverse applications, which are forecasted to demand massive resources of various types that have never been seen…

Networking and Internet Architecture · Computer Science 2023-02-28 Nam H. Chu , Diep N. Nguyen , Dinh Thai Hoang , Khoa T. Phan , Eryk Dutkiewicz , Dusit Niyato , Tao Shu

Wireless networks used for Internet of Things (IoT) are expected to largely involve cloud-based computing and processing. Softwarised and centralised signal processing and network switching in the cloud enables flexible network control and…

Artificial Intelligence · Computer Science 2020-10-13 Beiran Chen , Yi Zhang , George Iosifidis , Mingming Liu

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

Network softwarization is one of the major paradigm shifts in the next generation of networks. It enables programmable and flexible management and deployment of the network. Network function virtualization (NFV) is referred to the…

Networking and Internet Architecture · Computer Science 2019-11-18 Mohammad Karimzadeh Farshbafan , Vahid Shah-Mansouri , Dusit Niyato

Dynamic resource management is essential for optimizing computational efficiency in modern high-performance computing (HPC) environments, particularly as systems scale. While research has demonstrated the benefits of malleability in…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-18 Sergio Iserte , Iker Martín-Álvarez , Krzysztof Rojek , José I. Aliaga , Maribel Castillo , Weronika Folwarska , Antonio J. Peña

This paper introduces madupite, a high-performance distributed solver for large-scale Markov Decision Processes (MDPs). MDPs are widely used to model complex dynamical systems in various fields, including finance, epidemiology, and traffic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-21 Matilde Gargiani , Robin Sieber , Philip Pawlowsky , Václav Hapla , John Lygeros

With Dynamic Resource Management (DRM) the resources assigned to a job can be changed dynamically during its execution. From the system's perspective, DRM opens a new level of flexibility in resource allocation and job scheduling and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-27 Dominik Huber , Martin Schreiber , Martin Schulz , Howard Pritchard , Daniel Holmes

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli