Дисертації з теми "Markov decision theory"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-50 дисертацій для дослідження на тему "Markov decision theory".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте дисертації для різних дисциплін та оформлюйте правильно вашу бібліографію.
Winkelmann, Stefanie [Verfasser]. "Markov Decision Processes with Information Costs : Theory and Application / Stefanie Winkelmann." Berlin : Freie Universität Berlin, 2013. http://d-nb.info/1037343131/34.
Повний текст джерелаKoh, You Beng, and 辜有明. "Bayesian analysis in Markov regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521644.
Повний текст джерелаpublished_or_final_version
Statistics and Actuarial Science
Doctoral
Doctor of Philosophy
Lusena, Christopher. "Finite Memory Policies for Partially Observable Markov Decision Proesses." UKnowledge, 2001. http://uknowledge.uky.edu/gradschool_diss/323.
Повний текст джерелаChuang, Dong-ming. "Risk-sensitive control of discrete-time partially observed Markov decision processes /." Digital version accessible at:, 1999. http://wwwlib.umi.com/cr/utexas/main.
Повний текст джерелаVan, Gael Jurgen. "Bayesian nonparametric hidden Markov models." Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610196.
Повний текст джерелаHudson, Joshua. "A Partially Observable Markov Decision Process for Breast Cancer Screening." Thesis, Linköpings universitet, Statistik och maskininlärning, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-154437.
Повний текст джерелаPellegrini, Jerônimo. "Processo de decisão de Markov limitados por linguagem." [s.n.], 2006. http://repositorio.unicamp.br/jspui/handle/REPOSIP/276256.
Повний текст джерелаTese (doutorado) - Universidade Estadual de Campinas, Instituto de Computação
Made available in DSpace on 2018-08-08T13:44:24Z (GMT). No. of bitstreams: 1 Pellegrini_Jeronimo_D.pdf: 889995 bytes, checksum: 1b9f02c9ce7815bf114b1b82de6df579 (MD5) Previous issue date: 2006
Resumo: Processos de decisão de Markov (MDPs) são usados para modelar situações onde é necessário executar ações em sequência em ambientes com incerteza. Este trabalho define uma nova formulação dos processos de decisão de Markov, adicionando a estes a possibilidade de restringir as ações e observações a serem consideradas a cada época de decisão. Estas restrições são descritas na forma de um autômato finito ? assim, a sequência de possíveis ações e observações consideradas na busca pela política ótima passa a ser uma linguagem regular. Chamamos estes processos de Markov limitados por linguagem (LLMDPs e LL-POMDPs). O uso de autômatos para a especificação de restrições facilita o processo de modelagem de problemas. Apresentamos diferentes abordagens para a solução destes problemas, e comparamos seus desempenhos, mostrando que a solução é viável, e mostramos também que em algumas situações o uso de restrições pode ser usado para acelerar a busca por uma solução. Além disso, apresentamos uma modificação nos LLPOMDPs de forma que seja possível especificar duração probabilística discreta para as ações e observações
Abstract: Markov decision processes (MDPs) are used to model situations where one needs to execute sequences of actions under uncertainty. This work defines a new formulation of Markov decision processes, with the possibility of restricting the actions and observations to be considered at each decision epoch. These restrictions are described as a finite automation, so the sequence of possible actions (and observations) considered during the search for an optimal policy is a regular language. We call these ?language limited Markov decision processes (LL-MDPs and LL-POMDPs). The use of automata for specifying restrictions helps make the modeling process easier. We present different approaches to solve these problems, and compare their performance, showing that the solution is feasible, and we also show that in some situations some restrictions can be used to speed up the search for a solution. Besides that, we also present one modification on LL-POMDPs to make it possible to specify probabilistic discrete duration for actions and observations
Doutorado
Sistemas de Informação
Doutor em Ciência da Computação
El, Khalfi Zeineb. "Lexicographic refinements in possibilistic sequential decision-making models." Thesis, Toulouse 3, 2017. http://www.theses.fr/2017TOU30269/document.
Повний текст джерелаThis work contributes to possibilistic decision theory and more specifically to sequential decision-making under possibilistic uncertainty, at both the theoretical and practical levels. Even though appealing for its ability to handle qualitative decision problems, possibilisitic decision theory suffers from an important drawback: qualitative possibilistic utility criteria compare acts through min and max operators, which leads to a drowning effect. To overcome this lack of decision power, several refinements have been proposed in the literature. Lexicographic refinements are particularly appealing since they allow to benefit from the expected utility background, while remaining "qualitative". However, these refinements are defined for the non-sequential decision problems only. In this thesis, we present results on the extension of the lexicographic preference relations to sequential decision problems, in particular, to possibilistic Decision trees and Markov Decision Processes. This leads to new planning algorithms that are more "decisive" than their original possibilistic counterparts. We first present optimistic and pessimistic lexicographic preference relations between policies with and without intermediate utilities that refine the optimistic and pessimistic qualitative utilities respectively. We prove that these new proposed criteria satisfy the principle of Pareto efficiency as well as the property of strict monotonicity. This latter guarantees that dynamic programming algorithm can be used for calculating lexicographic optimal policies. Considering the problem of policy optimization in possibilistic decision trees and finite-horizon Markov decision processes, we provide adaptations of dynamic programming algorithm that calculate lexicographic optimal policy in polynomial time. These algorithms are based on the lexicographic comparison of the matrices of trajectories associated to the sub-policies. This algorithmic work is completed with an experimental study that shows the feasibility and the interest of the proposed approach. Then we prove that the lexicographic criteria still benefit from an Expected Utility grounding, and can be represented by infinitesimal expected utilities. The last part of our work is devoted to policy optimization in (possibly infinite) stationary Markov Decision Processes. We propose a value iteration algorithm for the computation of lexicographic optimal policies. We extend these results to the infinite-horizon case. Since the size of the matrices increases exponentially (which is especially problematic in the infinite-horizon case), we thus propose an approximation algorithm which keeps the most interesting part of each matrix of trajectories, namely the first lines and columns. Finally, we reports experimental results that show the effectiveness of the algorithms based on the cutting of the matrices
Ignatieva, Ekaterina. "Adaptive Bayesian sampling with application to 'bubbles'." Connect to e-thesis, 2008. http://theses.gla.ac.uk/356/.
Повний текст джерелаMSc(R). thesis submitted to the Department of Mathematics, Faculty of Information and Mathematical Sciences, University of Glasgow, 2008. Includes bibliographical references.
Wang, Jiahui. "Three essays on econometrics /." Thesis, Connect to this title online; UW restricted, 1997. http://hdl.handle.net/1773/7477.
Повний текст джерелаLiu, Yaxin. "Decision-Theoretic Planning under Risk-Sensitive Planning Objectives." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/6959.
Повний текст джерелаCampbell, David Alexander. "Bayesian collocation tempering and generalized profiling for estimation of parameters from differential equation models." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103368.
Повний текст джерелаIn this work, two competing methods, generalized profile estimation and Bayesian collocation tempering are described. Both of these methods use a basis expansion to approximate the ODE solution in the likelihood, where the shape of the basis expansion, or data smooth, is guided by the ODE model. This approximation to the ODE, smooths out the likelihood surface, reducing restrictions on parameter movement.
Generalized Profile Estimation maximizes the profile likelihood for the ODE parameters while profiling out the basis coefficients of the data smooth. The smoothing parameter determines the balance between fitting the data and the ODE model, and consequently is used to build a parameter cascade, reducing the dimension of the estimation problem. Generalized profile estimation is described with under a constraint to ensure the smooth follows known behaviour such as monotonicity or non-negativity.
Bayesian collocation tempering, uses a sequence posterior densities with smooth approximations to the ODE solution. The level of the approximation is determined by the value of the smoothing parameter, which also determines the level of smoothness in the likelihood surface. In an algorithm similar to parallel tempering, parallel MCMC chains are run to sample from the sequence of posterior densities, while allowing ODE parameters to swap between chains. This method is introduced and tested against a variety of alternative Bayesian models, in terms of posterior variance and rate of convergence.
The performance of generalized profile estimation and Bayesian collocation tempering are tested and compared using simulated data sets from the FitzHugh-Nagumo ODE system and real data from nylon production dynamics.
Dai, Luyan. "Topics in objective bayesian methodology and spatio-temporal models." Diss., Columbia, Mo. : University of Missouri-Columbia, 2008. http://hdl.handle.net/10355/6084.
Повний текст джерелаThe entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on August 4, 2009) Vita. Includes bibliographical references.
Higdon, David. "Spatial applications of Markov chain Monte Carlo for Bayesian inference /." Thesis, Connect to this title online; UW restricted, 1994. http://hdl.handle.net/1773/8942.
Повний текст джерелаByers, Simon. "Bayesian modeling of highly structured systems using Markov chain Monte Carlo /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/8980.
Повний текст джерелаMoore, Alana L. "Managing populations in the face of uncertainty : adaptive management, partial observability and the dynamic value of information /." Connect to thesis, 2008. http://repository.unimelb.edu.au/10187/3676.
Повний текст джерелаActive adaptive management has been increasingly advocated in natural resource management and conservation biology as a methodology for resolving key uncertainties about population dynamics and responses to management. However, when comparing management policies it is traditional to weigh future rewards geometrically (at a constant discount rate) which results in far-distant rewards making a negligible contribution to the total benefit. Under such a discounting scheme active adaptive management is rarely of much benefit, especially if learning is slow. In Chapter 2, we consider two proposed alternative forms of discounting for evaluating optimal policies for long term decisions which have a social component.
We demonstrate that discount functions which weigh future rewards more heavily result in more conservative harvesting strategies, but do not necessarily encourage active learning. Furthermore, the optimal management strategy is not equivalent to employing geometric discounting at a lower rate. If alternative discount functions are made mandatory in calculating optimal management policies for environmental management, then this will affect the structure of optimal management regimes and change when and how much we are willing to invest in learning.
The second part of this thesis is concerned with how to account for partial observability when calculating optimal management policies. We consider the problem of controlling an invasive pest species when only partial observations are available at each time step. In the model considered, the monitoring data available are binomial observations of a probability which is an index of the population size. We are again concerned with estimating a probability, however, in this model the probability is changing over time.
Before including partial observability explicitly, we consider a model in which perfect observations of the population are available at each time step (Chapter 3). It is intuitive that monitoring will be beneficial only if the management decision depends on the outcome. Hence, a necessary condition for monitoring to be worthwhile is that control polices which are specified in terms of the system state, out-perform simpler time-based control policies. Consequently, in addition to providing a benchmark against which we can compare the optimal management policy in the case of partial observations, analysing the perfect observation case also provides insight into when monitoring is likely to be most valuable.
In Chapters 4 and 5 we include partial observability by modelling the control problem as a partially observable Markov decision process (POMDP). We outline several tests which stem from a property of conservation of expected utility under monitoring, which aid in validating the model. We discuss the optimal management policy prescribed by the POMDP for a range of model scenarios, and use simulation to compare the POMDP management policy to several alternative policies, including controlling with perfect observations and no observations.
In Chapter 6 we propose an alternative model, developed in the spirit of a POMDP, that does not strictly satisfy the definition of a POMDP. We find that although the second model has some conceptually appealing attributes, it makes an undesirable implicit assumption about the underlying population dynamics.
Tirdad, Ali. "Modeling the surge beds in the emergency department in a hospital by Markov decision process and queueing theory." Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/56247.
Повний текст джерелаIrving K. Barber School of Arts and Sciences (Okanagan)
Mathematics, Department of (Okanagan)
Graduate
Sans, Fuentes Carles. "Markov Decision Processes and ARIMA models to analyze and predict Ice Hockey player’s performance." Thesis, Linköpings universitet, Statistik och maskininlärning, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-154349.
Повний текст джерелаLoddo, Antonello. "Bayesian analysis of multivariate stochastic volatility and dynamic models." Diss., Columbia, Mo. : University of Missouri-Columbia, 2006. http://hdl.handle.net/10355/4359.
Повний текст джерелаThe entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file viewed on (April 26, 2007) Vita. Includes bibliographical references.
Li, Chen. "Automatic extraction of behavioral patterns for elderly mobility and daily routine analysis." HKBU Institutional Repository, 2018. https://repository.hkbu.edu.hk/etd_oa/510.
Повний текст джерелаMuller, Christoffel Joseph Brand. "Bayesian approaches of Markov models embedded in unbalanced panel data." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/71910.
Повний текст джерелаENGLISH ABSTRACT: Multi-state models are used in this dissertation to model panel data, also known as longitudinal or cross-sectional time-series data. These are data sets which include units that are observed across two or more points in time. These models have been used extensively in medical studies where the disease states of patients are recorded over time. A theoretical overview of the current multi-state Markov models when applied to panel data is presented and based on this theory, a simulation procedure is developed to generate panel data sets for given Markov models. Through the use of this procedure a simulation study is undertaken to investigate the properties of the standard likelihood approach when fitting Markov models and then to assess its shortcomings. One of the main shortcomings highlighted by the simulation study, is the unstable estimates obtained by the standard likelihood models, especially when fitted to small data sets. A Bayesian approach is introduced to develop multi-state models that can overcome these unstable estimates by incorporating prior knowledge into the modelling process. Two Bayesian techniques are developed and presented, and their properties are assessed through the use of extensive simulation studies. Firstly, Bayesian multi-state models are developed by specifying prior distributions for the transition rates, constructing a likelihood using standard Markov theory and then obtaining the posterior distributions of the transition rates. A selected few priors are used in these models. Secondly, Bayesian multi-state imputation techniques are presented that make use of suitable prior information to impute missing observations in the panel data sets. Once imputed, standard likelihood-based Markov models are fitted to the imputed data sets to estimate the transition rates. Two different Bayesian imputation techniques are presented. The first approach makes use of the Dirichlet distribution and imputes the unknown states at all time points with missing observations. The second approach uses a Dirichlet process to estimate the time at which a transition occurred between two known observations and then a state is imputed at that estimated transition time. The simulation studies show that these Bayesian methods resulted in more stable results, even when small samples are available.
AFRIKAANSE OPSOMMING: Meerstadium-modelle word in hierdie verhandeling gebruik om paneeldata, ook bekend as longitudinale of deursnee tydreeksdata, te modelleer. Hierdie is datastelle wat eenhede insluit wat oor twee of meer punte in tyd waargeneem word. Hierdie tipe modelle word dikwels in mediese studies gebruik indien verskillende stadiums van ’n siekte oor tyd waargeneem word. ’n Teoretiese oorsig van die huidige meerstadium Markov-modelle toegepas op paneeldata word gegee. Gebaseer op hierdie teorie word ’n simulasieprosedure ontwikkel om paneeldatastelle te simuleer vir gegewe Markov-modelle. Hierdie prosedure word dan gebruik in ’n simulasiestudie om die eienskappe van die standaard aanneemlikheidsbenadering tot die pas vanMarkov modelle te ondersoek en dan enige tekortkominge hieruit te beoordeel. Een van die hoof tekortkominge wat uitgewys word deur die simulasiestudie, is die onstabiele beramings wat verkry word indien dit gepas word op veral klein datastelle. ’n Bayes-benadering tot die modellering van meerstadiumpaneeldata word ontwikkel omhierdie onstabiliteit te oorkom deur a priori-inligting in die modelleringsproses te inkorporeer. Twee Bayes-tegnieke word ontwikkel en aangebied, en hulle eienskappe word ondersoek deur ’n omvattende simulasiestudie. Eerstens word Bayes-meerstadium-modelle ontwikkel deur a priori-verdelings vir die oorgangskoerse te spesifiseer en dan die aanneemlikheidsfunksie te konstrueer deur van standaard Markov-teorie gebruik te maak en die a posteriori-verdelings van die oorgangskoerse te bepaal. ’n Gekose aantal a priori-verdelings word gebruik in hierdie modelle. Tweedens word Bayesmeerstadium invul tegnieke voorgestel wat gebruik maak van a priori-inligting om ontbrekende waardes in die paneeldatastelle in te vul of te imputeer. Nadat die waardes ge-imputeer is, word standaard Markov-modelle gepas op die ge-imputeerde datastel om die oorgangskoerse te beraam. Twee verskillende Bayes-meerstadium imputasie tegnieke word bespreek. Die eerste tegniek maak gebruik van ’n Dirichletverdeling om die ontbrekende stadium te imputeer by alle tydspunte met ’n ontbrekende waarneming. Die tweede benadering gebruik ’n Dirichlet-proses om die oorgangstyd tussen twee waarnemings te beraam en dan die ontbrekende stadium te imputeer op daardie beraamde oorgangstyd. Die simulasiestudies toon dat die Bayes-metodes resultate oplewer wat meer stabiel is, selfs wanneer klein datastelle beskikbaar is.
Bates, Samantha Colleen. "Bayesian inference for deterministic simulation models for environmental assessment /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8953.
Повний текст джерелаMolitor, John T. "Bayesian analysis for various order restricted problems /." free to MU campus, to others for purchase, 1999. http://wwwlib.umi.com/cr/mo/fullcit?p9962549.
Повний текст джерелаKim, Hoon. "Bayesian hierarchical spatio-temporal analysis of mortality rates with disease mapping /." free to MU campus, to others for purchase, 1999. http://wwwlib.umi.com/cr/mo/fullcit?p9953872.
Повний текст джерелаLiu, Chong. "Reinforcement learning with time perception." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/reinforcement-learning-with-time-perception(a03580bd-2dd6-4172-a061-90e8ac3022b8).html.
Повний текст джерелаLi, Jun. "Learning Average Reward Irreducible Stochastic Games: Analysis and Applications." [Tampa, Fla.] : University of South Florida, 2003. http://purl.fcla.edu/fcla/etd/SFE0000136.
Повний текст джерелаLeung, Hiu-lan, and 梁曉蘭. "Wandering ideal point models for single or multi-attribute ranking data: a Bayesian approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29552357.
Повний текст джерелаOrtiz, Olga L. "Stochastic inventory control with partial demand observability." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/22551.
Повний текст джерелаCommittee Co-Chair: Alan L Erera; Committee Co-Chair: Chelsea C, White III; Committee Member: Julie Swann; Committee Member: Paul Griffin; Committee Member: Soumen Ghosh.
Shum, Pak Ho. "Simulating interactions among multiple characters." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/9961.
Повний текст джерелаRosales, Claudia R. "Technology Enabled New Inventory Control Policies in Hospitals." University of Cincinnati / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1299178847.
Повний текст джерелаWang, Xiaoyin. "Bayesian analysis of capture-recapture models /." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3060157.
Повний текст джерелаZhang, Jing. "Bayesian spatial analysis with application to the Missouri Ozark Forest ecosystem project." Diss., Columbia, Mo. : University of Missouri-Columbia, 2008. http://hdl.handle.net/10355/6062.
Повний текст джерелаThe entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on August 3, 2009) Vita. Includes bibliographical references.
Lahens, François. "Un modele stochastique pour la verification et la correction automatique de textes : le systeme vortex." Toulouse 3, 1987. http://www.theses.fr/1987TOU30019.
Повний текст джерелаSARMENTO, Rafaella Azevedo de Lucena. "Decision Theory in the automotive market." Universidade Federal de Pernambuco, 2011. https://repositorio.ufpe.br/handle/123456789/4958.
Повний текст джерелаCoordenação de Aperfeiçoamento de Pessoal de Nível Superior
Azevedo de Lucena Sarmento, Rafaella; Menezes Campello de Souza, Fernando. Decision Theory in the automotive market. 2011. Dissertação (Mestrado). Programa de Pós-Graduação em Engenharia de Produção, Universidade Federal de Pernambuco, Recife, 2011.
Webster, Gregg. "Bayesian logistic regression models for credit scoring." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1005538.
Повний текст джерелаRyan, Elizabeth G. "Contributions to Bayesian experimental design." Thesis, Queensland University of Technology, 2014. https://eprints.qut.edu.au/79628/1/Elizabeth_Ryan_Thesis.pdf.
Повний текст джерелаKirkizlar, Huseyin Eser. "Performance improvements through flexible workforce." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26668.
Повний текст джерелаCommittee Co-Chair: Hayriye Ayhan; Committee Co-Chair: Sigrun Andradottir; Committee Member: David M. Goldsman; Committee Member: Douglas G. Down; Committee Member: Robert D. Foley. Part of the SMARTech Electronic Thesis and Dissertation Collection.
Li, Qianqiu. "Bayesian inference on dynamics of individual and population hepatotoxicity via state space models." Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1124297874.
Повний текст джерелаTitle from first page of PDF file. Document formatted into pages; contains xiv, 155 p.; also includes graphics (some col.). Includes bibliographical references (p. 147-155). Available online via OhioLINK's ETD Center
GONZáLEZ, GóMEZ Mauricio. "Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLN064.
Повний текст джерелаWithin the research community, there is a great interest in exploring many applications of energy grids since these become more and more important in our modern world. To properly design and implement these networks, advanced and complex mathematical tools are necessary. Two key features for their design are correctness and optimality. While these last two properties are in the core of formal methods, their effective application to energy networks remains largely unexploited. This constitutes one strong motivation for the work developed in this thesis. A special emphasis is made on the generic problem of scheduling power consumption. This is a scenario in which the consumers have a certain energy demand and want to have this demand fulfilled before a set deadline (e.g., an Electric Vehicle (EV) has to be recharged within a given time window set by the EV owner). Therefore, each consumer has to choose at each time the consumption power (by a computerized system) so that the final accumulated energy reaches a desired level. The way in which the power levels are chosen is according to a ``strategy’’ mapping at any time the relevant information of a consumer (e.g., the current accumulated energy for EV-charging) to a suitable power consumption level. The design of such strategies may be either centralized (in which there is a single decision-maker controlling all strategies of consumers), or decentralized (in which there are several decision-makers, each of them representing a consumer). We analyze both scenarios by exploiting ideas originating from formal methods, game theory and optimization. More specifically, the power consumption scheduling problem can be modelled using Markov decision processes and stochastic games. For instance, probabilities provide a way to model the environment of the electrical system, namely: the noncontrollable part of the total consumption (e.g., the non-EV consumption). The controllable consumption can be adapted to the constraints of the distribution network (e.g., to the maximum shutdown temperature of the electrical transformer), and to their objectives (e.g., all EVs are recharged). At first glance, this can be seen as a stochastic system with multi-constraints objectives. Therefore, the contributions of this thesis also concern the area of multi-criteria objective models, which allows one to pursue several objectives at a time such as having strategy designs functionally correct and robust against changes of the environment
Cheong, Tae Su. "Value of information and supply uncertainty in supply chains." Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/42725.
Повний текст джерелаJeon, Seonghye. "Bayesian data mining techniques in public health and biomedical applications." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/43712.
Повний текст джерелаSilva, Valdinei Freire da. "Extração de preferências por meio de avaliações de comportamentos observados." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/3/3141/tde-01072009-131819/.
Повний текст джерелаRecently, computer systems have been delegated to accomplish a variety of tasks, when the computer system can be more reliable or when the task is not suitable or not recommended for a human being. The use of preference elicitation in computational systems helps to improve such delegation, enabling lay people to program easily a computer system with their own preference. The preference of a person is elicited through his answers to specific questions, that the computer system formulates by itself. The person acts as an user of the computer system, whereas the computer system can be seen as an agent that acts in place of the person. The structure and context of the questions have been pointed as sources of variance regarding the users answers, and such variance can jeopardize the feasibility of preference elicitation. An attempt to avoid such variance is asking an user to choose between two behaviours that were observed by himself. Evaluating relatively observed behaviours turn questions more transparent and simpler for the user, decreasing the variance effect, but it might not be easier interpreting such evaluations. If divergences between agents and users perceptions occur, the agent may not be able to learn the users preference. Evaluations are generated regarding users perception, but all an agent can do is to relate such evaluation to his own perception. Another issue is that questions, which are exposed to the user through behaviours, are now constrained by the environment dynamics and a behaviour cannot be chosen arbitrarily, but the behaviour must be feasible and a policy must be executed in order to achieve a behaviour. Whereas the first issue influences the inference regarding users evaluation, the second problem influences how fast and accurate the learning process can be made. This thesis proposes the problem of Preference Elicitation under Evaluations over Observed Behaviours using the Markov Decision Process framework and theoretic properties in such framework are developed in order to turn such problem computationally feasible. The problem o different perceptions is analysed and constraint solutions are developed. The problem of demonstrating a behaviour is considered under the formulation of question based on stationary policies and non-stationary policies. Both type of questions was implemented and tested to solve the preference elicitation in a scenario with constraint conditions.
Larrañaga, Maialen. "Dynamic control of stochastic and fluid resource-sharing systems." Thesis, Toulouse, INPT, 2015. http://www.theses.fr/2015INPT0075/document.
Повний текст джерелаIn this thesis we study the dynamic control of resource-sharing systems that arise in various domains: e.g. inventory management, healthcare and communication networks. We aim at efficiently allocating the available resources among competing projects according to a certain performance criteria. These type of problems have a stochastic nature and may be very complex to solve. We therefore focus on developing well-performing heuristics. In Part I, we consider the framework of Restless Bandit Problems, which is a general class of dynamic stochastic optimization problems. Relaxing the sample-path constraint in the optimization problem enables to define an index-based heuristic for the original constrained model, the so-called Whittle index policy. We derive a closed-form expression for the Whittle index as a function of the steady-state probabilities for the case in which bandits (projects) evolve in a birth-and-death fashion. This expression requires several technical conditions to be verified, and in addition, it can only be computed explicitly in specific cases. In the particular case of a multi-class abandonment queue, we further prove that the Whittle index policy is asymptotically optimal in the light-traffic and heavy-traffic regimes. In Part II, we derive heuristics by approximating the stochastic resource-sharing systems with deterministic fluid models. We first formulate a fluid version of the relaxed optimization problem introduced in Part I, and we develop a fluid index policy. The fluid index can always be computed explicitly and hence overcomes the technical issues that arise when calculating the Whittle index. We apply the Whittle index and the fluid index policies to several systems: e.g. power-aware server-farms, opportunistic scheduling in wireless systems, and make-to-stock problems with perishable items. We show numerically that both index policies are nearly optimal. Secondly, we study the optimal scheduling control for the fluid version of a multi-class abandonment queue. We derive the fluid optimal control when there are two classes of customers competing for a single resource. Based on the insights provided by this result we build a heuristic for the general multi-class setting. This heuristic shows near-optimal performance when applied to the original stochastic model for high workloads. In Part III, we further investigate the abandonment phenomena in the context of a content delivery problem. We characterize an optimal grouping policy so that requests, which are impatient, are efficiently transmitted in a multi-cast mode
Zhang, Yi. "Continuous-time Marlov decision processes : theory, approximations and applications." Thesis, University of Liverpool, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533901.
Повний текст джерелаLi, Zuxing. "Privacy-by-Design for Cyber-Physical Systems." Doctoral thesis, KTH, ACCESS Linnaeus Centre, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211908.
Повний текст джерелаQC 20170815
Vicini, Lorena. "Modelos de processo de Poisson não-homogêneo na presença de um ou mais pontos de mudança, aplicados a dados de poluição do ar." [s.n.], 2012. http://repositorio.unicamp.br/jspui/handle/REPOSIP/305867.
Повний текст джерелаTese (doutorado) ¿ Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
Made available in DSpace on 2018-08-20T14:22:26Z (GMT). No. of bitstreams: 1 Vicini_Lorena_D.pdf: 75122511 bytes, checksum: 796c27170036587b321bbe88bc0d369e (MD5) Previous issue date: 2012
Resumo: A poluição do ar é um problema que tem afetado várias regiões ao redor do mundo. Em grandes centros urbanos, como é esperado, a concentração de poluição do ar é maior. Devido ao efeito do vento, no entanto, este problema não se restringe a esses centros, e consequentemente a poluição do ar se espalha para outras regiões. Os dados de poluição do ar são modelados por processos de Poisson não-homogêneos (NHPP) em três artigos: dois usando métodos Bayesianos com Markov Chain Monte Carlo (MCMC) para dados de contagem, e um usando análise de dados funcionais. O primeiro artigo discute o problema da especificação das distribuições a priori, incluindo a discussão de sensibilidade e convergência das cadeias MCMC. O segundo artigo introduz um modelo incluindo pontos de mudança para NHPP com a função taxa modelada por uma distribuição gama generalizada, usando métodos Bayesianos. Modelos com e sem pontos de mudança foram considerados para fins de comparação. O terceiro artigo utiliza análise de dados funcionais para estimar a função taxa de um NHPP. Esta estimação é feita sob a suposição de que a função taxa é contínua, mas com um número finito de pontos de descontinuidade na sua primeira derivada, localizados exatamente nos pontos de mudança. A função taxa e seus pontos de mudança foram estimadas utilizando suavização splines e uma função de penalização baseada nos candidatos a pontos de mudança. Os métodos desenvolvidos neste trabalho foram testadas através de simulações e aplicados a dados de poluição de ozônio da Cidade do México, descrevendo a qualidade do ar neste centro urbano. Ele conta quantas vezes, em um determinado período, a poluição do ar excede um limiar especificado de qualidade do ar, com base em níveis de concentração de ozônio. Observou-se que quanto mais complexos os modelos, incluindo os pontos de mudança, melhor foi o ajuste
Abstract: Air pollution is a problem that is currently affecting several regions around the world. In major urban centers, as expected, the concentration of air pollution is higher. Due to wind effect, however, this problem does not remain constrained in such centers, and air pollution spreads to other regions. In the thesis the air pollution data is modeled by Non-Homogeneous Poisson Process (NHPP) in three papers: two using Bayesian methods with Markov Chain Monte Carlo (MCMC) for count data, and one using functional data analysis. Paper one discuss the problem of the prior specification, including discussion of the sensitivity and convergence of the MCMC chains. Paper two introduces a model including change point for NHPP with rate function modeled by a generalized gamma distribution, using Bayesian methods. Models with and without change points were considered for comparison purposes. Paper three uses functional data analysis to estimate the rate function of a NHPP. This estimation is done under the assumption that the rate function is continuous, but with a finite number of discontinuity points in its first derivative, exactly at the change-points. The rate function and its change-points were estimated using splines smoothing and a penalty function based on candidate change points. The methods developed in this work were tested using simulations and applied to ozone pollution data from Mexico City, describing the air quality in this urban center. It counts how many times, in a determined period, air pollution exceeds a specified threshold of air quality, based on ozone concentration levels. It was observed that the more complex the models, including change-points, the better the fitting
Doutorado
Estatistica
Doutor em Estatística
Przybylko, Marcin. "Stochastic games and their complexities." Thesis, Nouvelle Calédonie, 2019. http://www.theses.fr/2019NCAL0004.
Повний текст джерелаWe study a class of games introduced by Mio to capture the probabilistic μ-calculi called branching games. They are a subclass of stochastic two-player zero-sum turn-based infinite-time games of imperfect information. Branching games extend Gale-Stewart games by allowing players to split the execution of a play into new concurrent sub-games that continue their execution independently. In consequence, the play of a branching game has a tree-like structure, as opposed to linearly structured plays of Gale-Stewart games.In this thesis, we focus our attention on regular branching games. Those are the branching games whose pay-off functions are the indicator functions of regular sets of infinite trees, i.e. the sets recognisable by finite tree automata. We study the problems of determinacy, game value computability and the related problem of computing a measure of a regular set of infinite trees.Moreover, we use real-life data to show how to incorporate game-theoretic techniques in practice. We propose a general procedure that given a time series of data extracts a reactive model that can be used to predict the evolution of the system and advise on the strategies to achieve predefined goals. We use the procedure to create a game based on Markov decision processes that is used to predict and control level of pest in a tropical fruit farm
Reynolds, Toby J. "Bayesian modelling of integrated data and its application to seabird populations." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/1635.
Повний текст джерелаDejby, Jesper. "Capturing continuous human movement on a linear network with mobile phone towers." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136388.
Повний текст джерелаHabachi, Oussama. "Optimisation des Systèmes Partiellement Observables dans les Réseaux Sans-fil : Théorie des jeux, Auto-adaptation et Apprentissage." Phd thesis, Université d'Avignon, 2012. http://tel.archives-ouvertes.fr/tel-00799903.
Повний текст джерела