Analysis of an Adaptive Control Scheme for a Partially Observed Controlled Markov Chain (2006)
Fernandez-Gaucherand, Emmanuel, Arapostathis, Aristotle, Marcus, Steven I.
The authors consider an adaptive finite state-controlled Markov chain with partial state information, motivated by a class of replacement problems. They present parameter estimation techniques based...
Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey (2006)
Arapostathis, Aristotle, Borkar, Vivek S., Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, Steven I.
This work is a survey of the average cost control problem for discrete time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem...
Cooperative Control for UAV's Searching Risky Environments For Targets (2004)
Flint, Matthew, Fernandez-Gaucherand, Emmanuel, Polycarpou, Marios
A software architecture is presented, which introduces several agents which focus on different aspects of path planning for multiple autonomous unmanned aerial vehicles (UAV's) that are searching an...
Risk-Sensitive Decision-Theoretic Diagnosis (2000)
Mark A. Shayman, Emmanuel Fernandez-gaucherand
We consider the problem of determining the optimal sequence of tests for the discovery of a faulty component, where there is a random cost associated with testing a component. Our work is motivated...
A Markov Decision Process Model for Capacity Expansion and Allocation (1999)
Shalabh Bhatnagar, Emmanuel Fernandez-Gaucherand, Michael C. Fu, Ying He, Steven I. Marcus
We present a finite-horizon Markov decision process (MDP) model for providing decision support in semiconductor manufacturing on such critical operational issues as when to add additional capacity...
Risk-Sensitive Decision-Theoretic Troubleshooting (1999)
Mark Shayman, Emmanuel Fernandez-Gaucherand
We study the problem of sequencing tests for the discovery of a faulty component, e.g., in a telecommunications network, where there is a random cost associated with testing a component. A novel...
Risk-Sensitive Optimal Control of Hidden Markov Models: Structural Results (1996)
Fernandez-Gaucherand, Emmanuel, Marcus, S.I.
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM), i.e. controlled Markov chains where state information is only available to the controller via an output (message)...
Non-Standard Optimality Criteria for Stochastic Control Problems (1995)
Fernandez-Gaucherand, Emmanuel, Marcus, S.I.
In this paper, we survey several recent developments on non- standard optimality criteria for controlled Markov process models of stochastic control problems. Commonly, the criteria employed for...
Risk-Sensitive Optimal Control of Hidden Markov Models: A Case Study (1994)
Fernandez-Gaucherand, Emmanuel, Marcus, S.I.
We consider a risk-sensitive optimal control problem for hidden Markov models (HMM). Building upon recent results by Baras, James and Elliott, we investigate the structure of risk-sensitive...
Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, Steven I.
Stochastic control problems for controlled Markov processes models with an infinite planning horizon are considered, under some non-standard cost criteria. The classical discounted and average cost...
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey (1991)
Arapostathis, Aristotle, Borkar, Vivek S., Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, S.I.
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem...
Analysis of an Adaptive Control Scheme for a Partially Observed Controlled Markov Chain (1991)
Fernandez-Gaucherand, Emmanuel, Arapostathis, Aristotle, Marcus, S.I.
We consider an adaptive finite state controlled Markov chain with partial state information, motivated by a class of replacement problems. We present parameter estimation techniques based on the...