Now showing items 1-3 of 3
The embedding of the traveling salesman problem in a Markov Decision Process
(Institute of Electrical and Electronic Engineers, 1987)
In this paper we derive a new LP-relaxation of the Traveling Salesman Problem (TSP, for short). This formulation comes from first embedding the TSP in a Markov Decision Process (MDP: for short), and from perturbing this ...
Percentile objective criteria in limiting average Markov Control Problems
(Institute of Electrical and Electronic Engineers, 1989)
Infinite horizon Markov Control Problems, or Markov Decision Processes (MDP's, for short), have been extensively studied since the 1950's. One of the most commonly considered versions is the so-called "limiting average ...
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 ...