相关论文: Decision-Dependent Distributionally Robust Markov …

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

The aim of this paper is to investigate risk-averse and distributionally robust modeling of Stochastic Optimal Control (SOC) and Markov Decision Process (MDP). We discuss construction of conditional nested risk functionals, a particular…

The effective control of infectious diseases relies on accurate assessment of the impact of interventions, which is often hindered by the complex dynamics of the spread of disease. A Beta-Dirichlet switching state-space transmission model…

We design scheduling policies that minimize a risk-sensitive cost criterion for a remote estimation setup. Since risk-sensitive cost objective takes into account not just the mean value of the cost, but also higher order moments of its…

Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific…

This paper presents a distributionally robust model predictive control (DRMPC) framework for the optimal Virtual Power Plant (VPP) operation under electricity price uncertainty. A unified VPP model is formulated that captures the…

Traditionally, the identification of parameters in the formulation and solution of inverse problems considers that models, variables and mathematical parameters are free of uncertainties. This aspect simplifies the estimation process, but…

Modern large-scale computing deployments consist of complex applications running over machine clusters. An important issue in these is the offering of elasticity, i.e., the dynamic allocation of resources to applications to meet fluctuating…

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

This paper presents a Model-Inspired Distributionally Robust Data-enabled Predictive Control (MDR-DeePC) framework for systems with partially known and uncertain dynamics. The proposed method integrates model-based equality constraints for…

Motivated by the classical Susceptible-Infected-Recovered (SIR) epidemic models proposed by Kermack and Mckendrick, we consider a class of stochastic compartmental dynamical systems with a notion of partial ordering among the compartments.…

A Markovian SIR (Susceptible-Infectious-Recovered) model is considered for the spread of an epidemic on a configuration model network, in which susceptible individuals may take preventive measures by dropping edges to infectious neighbours.…

Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account…

This paper studies the spread dynamics of a stochastic SIRS epidemic model with nonlinear incidence and varying population size, which is formulated as a piecewise deterministic Markov process. A threshold dynamic determined by the basic…

We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and…

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

This paper studies efficient algorithms for dynamic curing policies and the corresponding network design problems to guarantee the fast extinction of epidemic spread in a susceptible-infected-susceptible (SIS) model. We consider a Markov…

In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…