Displaying similar documents to “Robust mixing.”

Variations on undirected graphical models and their relationships

David Heckerman, Christopher Meek, Thomas Richardson (2014)

Kybernetika

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We compare alternative definitions of undirected graphical models for discrete, finite variables. Lauritzen [7] provides several definitions of such models and describes their relationships. He shows that the definitions agree only when joint distributions represented by the models are limited to strictly positive distributions. Heckerman et al. [6], in their paper on dependency networks, describe another definition of undirected graphical models for strictly positive distributions....

An optimality system for finite average Markov decision chains under risk-aversion

Alfredo Alanís-Durán, Rolando Cavazos-Cadena (2012)

Kybernetika

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This work concerns controlled Markov chains with finite state space and compact action sets. The decision maker is risk-averse with constant risk-sensitivity, and the performance of a control policy is measured by the long-run average cost criterion. Under standard continuity-compactness conditions, it is shown that the (possibly non-constant) optimal value function is characterized by a system of optimality equations which allows to obtain an optimal stationary policy. Also, it is shown...

An unbounded Berge's minimum theorem with applications to discounted Markov decision processes

Raúl Montes-de-Oca, Enrique Lemus-Rodríguez (2012)

Kybernetika

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This paper deals with a certain class of unbounded optimization problems. The optimization problems taken into account depend on a parameter. Firstly, there are established conditions which permit to guarantee the continuity with respect to the parameter of the minimum of the optimization problems under consideration, and the upper semicontinuity of the multifunction which applies each parameter into its set of minimizers. Besides, with the additional condition of uniqueness of the minimizer,...