Adiabatic Markov Decision Process : convergence of value iteration algorithm Public Deposited

http://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/rf55zb80p

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  • Markov Decision Process (MDP) is a well-known framework for devising the optimal decision making strategies under uncertainty. Typically, the decision maker assumes a stationary environment which is characterized by a time-invariant transition probability matrix. However, in many real-world scenarios, this assumption is not justified, thus the optimal strategy might not provide the expected performance. In this thesis, we study the performance of the classic Value Iteration algorithm for solving an MDP problem under non-stationary environments. Specifically, the non-stationary environment is modeled as a sequence of time-variant transition probability matrices governed by an adiabatic evolution inspired from quantum mechanics. We characterize the performance of the Value Iteration algorithm subject to the rate of change of the underlying environment. The performance is measured in terms of the convergence rate to the optimal average reward. We show two examples of queuing systems that make use of our analysis framework.
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  • description.provenance : Submitted by Thai Duong (duongth@onid.orst.edu) on 2013-06-17T18:41:53Z No. of bitstreams: 2 license_rdf: 1370 bytes, checksum: cd1af5ab51bcc7a5280cf305303530e9 (MD5) DuongThaiP2013.pdf: 930548 bytes, checksum: d2cf15b6e7982ee4e96facec903c8c82 (MD5)
  • description.provenance : Rejected by Julie Kurtz(julie.kurtz@oregonstate.edu), reason: Your ScholarsArchive@OSU submission has been rejected because you attached a CC0 or Public Domain License to your work. These licenses mean that you have "dedicated the work to the public domain by waiving all of your rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. Others can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission." We strongly suggest that you don't attach either of these licenses. We're assuming you probably meant to add a Creative Commons license to your work so that others could use it, but you intended to retain your copyrights. Please re-submit* your work and choose "Creative Commons License" from the License Type drop down box. You'll then be asked two questions about how you want people to use your work. You can also choose "No Creative Commons License". *To re-submit your work, log into ScholarsArchive@OSU. Your rejected submission will be in your Submissions & Tasks work file. You can just resume the submission. All your information will still be in the form; you need to change only the CC License page. If you have any questions or concerns, please contact Sue Kunda: sue.kunda@oregonstate.edu OR 541-737-7262. on 2013-06-17T17:03:46Z (GMT)
  • description.provenance : Approved for entry into archive by Julie Kurtz(julie.kurtz@oregonstate.edu) on 2013-06-19T18:09:30Z (GMT) No. of bitstreams: 2 license_rdf: 1370 bytes, checksum: cd1af5ab51bcc7a5280cf305303530e9 (MD5) DuongThaiP2013.pdf: 930548 bytes, checksum: d2cf15b6e7982ee4e96facec903c8c82 (MD5)
  • description.provenance : Approved for entry into archive by Laura Wilson(laura.wilson@oregonstate.edu) on 2013-07-02T22:15:57Z (GMT) No. of bitstreams: 2 license_rdf: 1370 bytes, checksum: cd1af5ab51bcc7a5280cf305303530e9 (MD5) DuongThaiP2013.pdf: 930548 bytes, checksum: d2cf15b6e7982ee4e96facec903c8c82 (MD5)
  • description.provenance : Submitted by Thai Duong (duongth@onid.orst.edu) on 2013-06-12T19:59:14Z No. of bitstreams: 2 license_rdf: 1089 bytes, checksum: 0a703d871bf062c5fdc7850b1496693b (MD5) DuongThaiP2013.pdf: 930548 bytes, checksum: d2cf15b6e7982ee4e96facec903c8c82 (MD5)
  • description.provenance : Made available in DSpace on 2013-07-02T22:15:57Z (GMT). No. of bitstreams: 2 license_rdf: 1370 bytes, checksum: cd1af5ab51bcc7a5280cf305303530e9 (MD5) DuongThaiP2013.pdf: 930548 bytes, checksum: d2cf15b6e7982ee4e96facec903c8c82 (MD5) Previous issue date: 2013-06-10

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