We study the problem of identifying best arm in a multi-armed bandit environment when each is time-homogeneous and ergodic discrete-time Markov process on common, finite state space. The evolution governed by arm’s transition probability matrix (TPM). A decision entity that knows set TPMs but not exact mapping to arms, wishes find index as quickly possible, subject an upper bound error probabil...

Drought is one of the most important weather-induced phenomena which may have severe impacts on different areas such as agriculture, economy, energy production, and society. A number of drought indices have been introduced and used in various countries to date. In the current study, four meteorological drought indices including Percent of Normal Precipitation Index (PNPI), Standard Index of Ann...

This paper is concerned with the H2 robust filtering problem for discrete-time Markov jump linear systems (MJLS) with transition probability matrix affected by uncertainties. Differently from previous approaches in the literature, the proposed strategy presents a systematic way to handle, simultaneously, different types of uncertainties commonly appearing in the transition probability matrix of...

drought is one of the most important weather-induced phenomena which may have severe impacts on different areas such as agriculture, economy, energy production, and society. a number of drought indices have been introduced and used in various countries to date. in the current study, four meteorological drought indices including percent of normal precipitation index (pnpi), standard index of ann...

We consider the problem of migrating keys from TPM 1.2 to the backwards incompatible TPM 2.0. The major di↵erences between the two versions introduce several challenges for deployed systems when support for TPM 2.0 is introduced. We show how TPM 2.0 support can be introduced while still maintaining the functionality specified by TPM 1.2, allowing a smoother transition to the newer version. Spec...

This paper discusses the multi-state coherent system composed of multi-state components. First, using the min cut sets or min path sets, we present our simulation algorithm, instead of the general structure function, to calculate the probability that the system is in a specified state. Second, we check the components per period, e.g. one check per year, to obtain the state sequences of all comp...

The stability and the problem of H2 guaranteed cost computation for discrete-time Markov jump linear systems (MJLS) are investigated, assuming that the transition probability matrix is not precisely known. It is generally difficult to estimate the exact transition matrix of the underlying Markov chain and the setting has an special interest for applications of MJLS. The exact matrix is assumed ...