## Search

Now showing items 1-10 of 27

#### A note on price volatility in the Australian electricity market

(Cambridge University Press, 2010)

Efficiency in electricity transmission has been a worldwide 'hot topic' for more than ten years and has led to reforms in many countries. However, the performance of the restructured electricity markets is often questioned ...

#### Connected co-spectral graphs are not necessarily both Hamiltonian

(Australian Mathematical Society, 2005)

There are many examples of co-spectral graphs
where one is connected while the other is not. A Hamiltonian cycle is a closed
path that visits every vertex exactly once. Naturally, a graph needs to be connected to
be ...

#### Environmental problems, uncertainty, and mathematical modeling

(American Mathematical Society, 2010)

In this paper we discuss three rather special characteristics shared by many
environmental problems. Namely, that (i) the environmental variables in which we are
most interested constitute a stochastic process; (ii) the ...

#### A non-standard branch and bound method for the Hamiltonian cycle problem

(Australian Mathematical Society, 2000)

In this note, we consider an embedding of a Hamiltonian cycle problem in a Markov decision process (MDP). We propose a branch and bound type method based on the frequency polytope resulting from this embedding. Among the ...

#### Analytic perturbations and systematic bias in staistical modeling and inference

(Institute of Mathematical Statistics, 2008)

In this paper we provide a comprehensive study of statistical inference in linear and allied models which exhibit some analytic perturbations in their design and covariance matrices. We also indicate a few potential ...

#### Percentile performance criteria for limiting average Markov Decision Processes

(Institute of Electrical and Electronic Engineers, 1995)

In this paper we address the following basic feasibility
problem for infinite-horizon Markov decision processes
(MDP’s): can a policy be found that achieves a specified value
(target) of the long-run limiting average reward ...

#### Aggregation-disaggregation algorithm for e2-singularly perturbed limiting average Markov control problems

(Institute of Electrical and Electronic Engineers, 1991)

In this paper we consider a singular perturbation of order 2 for
a Markov decision process with the limiting average reward criterion.
We define a singular perturbation of order 2 in the following
sense: we assume that the ...

#### An algorithm for solving S-games and differential S-games

(Institute of Electrical and Electronic Engineers, 1982)

We present an algorithm for solving S-Games. Our
algorithm can be used to compute approximately the
value of the game as well as €-optimal strategies of
the two players. For games with similar structure to
S-games which ...

#### Perturbation theory for semi-Markov control problems

(Institute of Electrical and Electronic Engineers, 1991)

In earlier work, the authors considered the perturbation of systems undergoing Markov processes in which the times between two consecutive decision time points were equidistant. They now consider perturbations of processes ...

#### Gain/variability tradeoffs in undiscounted Markov Decision Processes

(Institute of Electrical and Electronic Engineers, 1985)

We consider a finite state/action Markov Decision
Process over the infinite time horizon, and with the
limiting average reward criterion. However, we are
interested not only in maximizing the above reward
criterion but ...