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Due to cost constraints, geological conditions are investigated using boreholes. However, this means conditions are never known exactly, particularly for deep and long tunnels, because uncertainties exist between neighboring boreholes. Simulation can deal with underlying uncertainty, and offers benefits to project planners in the development of better alternatives and optimization. This research developed...
We consider a task prioritization problem of an active sonar tracking system when available ping resources may not be sufficient to sustain all tracking tasks at any particular time. In this problem, the time-varying conditions of a tracking task are represented by a finite-state discrete-time Markov decision process. The objective is to find a policy which decides at each time interval which tracking...
In this paper, we study a MAP/PH/1 queue with two classes of customers and discretionary priority. There are two stages of service for the low-priority customer. The server adopts the preemptive priority discipline at the first stage and adopts the nonpreemptive priority discipline at the second stage. Such a queueing system can be modelled into a quasi-birth-and-death (QBD) process. But there is...
We consider the solution of a finite-state infinite horizon Markov Decision Process (MDP) in which both the transition matrix and the cost function are misspecified, the latter in a parametric sense. We consider a data-driven regime in which the learning problem is a stochastic convex optimization problem that resolves misspecification. Via such a framework, we make the following contributions: (1)...
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