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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 (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

We describe the bailout of banks by governments as a Markov Decision Process (MDP) where the actions are equity investments. The underlying dynamics is derived from the network of financial institutions linked by mutual exposures, and the…

Mathematical Finance · Quantitative Finance 2022-12-27 Daniele Petrone , Neofytos Rodosthenous , Vito Latora

In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the…

Optimization and Control · Mathematics 2023-06-27 Jun Song , William Yang , Chaoyue Zhao

Power management in multi-server data centers~especially at scale is a vital issue of increasing importance in cloud computing paradigm. Existing studies mostly consider thresholds on the number of idle servers to switch the servers on or…

Performance · Computer Science 2023-07-20 Behzad Chitsaz , Ahmad Khonsari , Masoumeh Moradian , Aresh Dadlani , Mohammad Sadegh Talebi

In this work, a novel digital channelizer design is developed through the use of a compact, system-level modeling approach. The model efficiently captures key properties of a digital channelizer system and its time-varying operation. The…

Signal Processing · Electrical Eng. & Systems 2017-12-25 A. Sapio , L. Li , J. Wu , M. Wolf , S. S. Bhattacharyya

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

Electricity distribution networks (DNs) in many regions are increasingly subjected to disruptions caused by tropical storms. Distributed Energy Resources (DERs) can act as temporary supply sources to sustain "microgrids" resulting from…

Computational Engineering, Finance, and Science · Computer Science 2018-10-05 Derek Chang , Devendra Shelar , Saurabh Amin

Electrical Distribution Systems are extensively penetrated with Distributed Energy Resources (DERs) to cater the energy demands with the general perception that it enhances the system's resilience. However, integration of DERs may adversely…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Divyanshi Dwivedi , Pradeep Kumar Yemula , Mayukha Pal

With the increasing frequency of natural disasters, operators must prioritize improvements in the existing electric power grid infrastructure to enhance the resilience of the grid. Resilience to extreme weather events necessitates lowering…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Abodh Poudyal , Shishir Lamichhane , Anamika Dubey , Josue Campos do Prado

Due to uncertainties and the complicated intrinsic dynamics of power systems, it is difficult to predict the cascading failure paths once the cascades occur. This makes it challenging to achieve the effective power system protection against…

Systems and Control · Electrical Eng. & Systems 2019-08-02 Chao Zhai

This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Xiaolei Bian , Huimin Chen , X. Rong Li

We consider synchronizing properties of Markov decision processes (MDP), viewed as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in some…

Logic in Computer Science · Computer Science 2014-07-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Defense hardening can effectively enhance the resilience of distribution networks against extreme weather disasters. Currently, most existing hardening strategies focus on reducing load shedding. However, for electricity-hydrogen…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Sicheng Liu , Bo Yang , Xin Li , Xu Yang , Zhaojian Wang , Dafeng Zhu , Xinping Guan

We consider qualitative strategy synthesis for the formalism called consumption Markov decision processes. This formalism can model dynamics of an agents that operates under resource constraints in a stochastic environment. The presented…

Artificial Intelligence · Computer Science 2021-05-06 František Blahoudek , Petr Novotný , Melkior Ornik , Pranay Thangeda , Ufuk Topcu

We study infinite-horizon Markov decision processes (MDPs) where the decision maker evaluates each of her strategies by aggregating the infinite stream of expected stage-rewards. The crucial feature of our approach is that the aggregation…

Optimization and Control · Mathematics 2026-03-05 János Flesch , Arkadi Predtetchinski , William D Sudderth , Xavier Venel

Wildfires can severely damage electricity grids leading to long periods of power interruption. Climate change will exacerbate this threat by increasing the frequency of dry climate conditions. Under these climate conditions, human-related…

Optimization and Control · Mathematics 2023-06-13 Alexandre Moreira , Felipe Pianco , Bruno Fanzeres , Alexandre Street , Ruiwei Jiang , Chaoyue Zhao , Miguel Heleno

In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and…

Applications · Statistics 2021-04-19 Nathan Sandholtz , Luke Bornn

Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Data Structures and Algorithms · Computer Science 2016-11-15 Pedro D'Argenio , Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Cloud Computing is an emerging area. The main aim of the initial search-and-rescue period after strong earthquakes is to reduce the whole number of mortalities. One main trouble rising in this period is to and the greatest assignment of…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-01-28 Sukhpal Singh , Rishideep Singh
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