{"id":"https://openalex.org/W4382935775","doi":"https://doi.org/10.23919/acc55779.2023.10155921","title":"Fixed-point equations solving Risk-sensitive MDP with constraint","display_name":"Fixed-point equations solving Risk-sensitive MDP with constraint","publication_year":2023,"publication_date":"2023-05-31","ids":{"openalex":"https://openalex.org/W4382935775","doi":"https://doi.org/10.23919/acc55779.2023.10155921"},"language":"en","primary_location":{"id":"doi:10.23919/acc55779.2023.10155921","is_oa":false,"landing_page_url":"http://dx.doi.org/10.23919/acc55779.2023.10155921","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 American Control Conference (ACC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019467719","display_name":"Vartika Singh","orcid":"https://orcid.org/0000-0003-4400-8664"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Vartika Singh","raw_affiliation_strings":["IEOR, IIT,Bombay,India","IEOR, IIT, Bombay, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IEOR, IIT,Bombay,India","institution_ids":["https://openalex.org/I162827531"]},{"raw_affiliation_string":"IEOR, IIT, Bombay, India","institution_ids":["https://openalex.org/I162827531"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008929273","display_name":"Veeraruna Kavitha","orcid":"https://orcid.org/0000-0001-6019-4378"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Veeraruna Kavitha","raw_affiliation_strings":["IEOR, IIT,Bombay,India","IEOR, IIT, Bombay, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IEOR, IIT,Bombay,India","institution_ids":["https://openalex.org/I162827531"]},{"raw_affiliation_string":"IEOR, IIT, Bombay, India","institution_ids":["https://openalex.org/I162827531"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I162827531"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"3409","last_page":"3414"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10551","display_name":"Scheduling and Optimization Algorithms","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.7718914747238159},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7209616303443909},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.7195508480072021},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5134474039077759},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.495065838098526},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.44586434960365295},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.4219909608364105},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.411201149225235},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.40527474880218506},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3141627311706543}],"concepts":[{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.7718914747238159},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7209616303443909},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.7195508480072021},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5134474039077759},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.495065838098526},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.44586434960365295},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.4219909608364105},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.411201149225235},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.40527474880218506},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3141627311706543},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/acc55779.2023.10155921","is_oa":false,"landing_page_url":"http://dx.doi.org/10.23919/acc55779.2023.10155921","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 American Control Conference (ACC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6499999761581421,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1499021337","https://openalex.org/W2033436114","https://openalex.org/W2037197628","https://openalex.org/W2060248504","https://openalex.org/W2081920433","https://openalex.org/W2088413745","https://openalex.org/W2119567691","https://openalex.org/W2127712107","https://openalex.org/W2288730793","https://openalex.org/W2621377871","https://openalex.org/W2917719489","https://openalex.org/W4230167402","https://openalex.org/W4323923317","https://openalex.org/W4382935775","https://openalex.org/W6846562019"],"related_works":["https://openalex.org/W2906267174","https://openalex.org/W134501823","https://openalex.org/W2615656344","https://openalex.org/W2282793296","https://openalex.org/W187740018","https://openalex.org/W2013239059","https://openalex.org/W2295626654","https://openalex.org/W2162286586","https://openalex.org/W4286622840","https://openalex.org/W2536121351"],"abstract_inverted_index":{"There":[0],"are":[1,61],"no":[2],"computationally":[3],"feasible":[4],"algorithms":[5],"that":[6,39,68],"provide":[7,51,107],"solutions":[8],"to":[9,29,56,70,110],"the":[10,31,40,57,71,88,93,96,112,129,135],"finite":[11],"horizon":[12],"Risk-sensitive":[13],"Con-strained":[14],"Markov":[15],"Decision":[16],"Process":[17],"(Risk-CMDP)":[18],"problem,":[19],"even":[20],"for":[21,117],"problems":[22,54],"with":[23,121,134],"moderate":[24],"horizon.":[25],"With":[26],"an":[27],"aim":[28],"design":[30],"same,":[32],"we":[33],"derive":[34],"a":[35,47,65,83],"fixed-point":[36,98],"equation":[37],"such":[38],"optimal":[41,72],"policy":[42],"of":[43,95,114,128],"Risk-CMDP":[44],"is":[45,77],"also":[46,106],"solution.":[48],"We":[49,105],"further":[50],"two":[52],"optimization":[53],"equivalent":[55],"Risk-CMDP.":[58],"These":[59],"formulations":[60],"instrumental":[62],"in":[63],"designing":[64],"global":[66,103],"algorithm":[67,76,116,130],"converges":[69],"policy.":[73],"The":[74,126],"proposed":[75],"based":[78],"on":[79],"random":[80,100],"restarts":[81,101],"and":[82,124],"local":[84,89],"improvement":[85,90],"step,":[86],"where":[87],"step":[91],"utilizes":[92],"solution":[94],"derived":[97],"equation;":[99],"ensure":[102],"optimization.":[104],"numerical":[108],"examples":[109],"illustrate":[111],"feasibility":[113],"our":[115],"inventory":[118],"control":[119],"problem":[120],"risk-sensitive":[122],"cost":[123],"constraint.":[125],"complexity":[127],"grows":[131],"only":[132],"linearly":[133],"time-horizon.":[136]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}