English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider the control of a Markov decision process (MDP) that undergoes anabrupt change in its transition kernel (mode). We formulate the problem ofminimizing regret under control-switching based on mode change detection,compared to a mode-observing controller, as an optimal stopping problem. Usinga sequence of approximations, we reduce it to a quickest change detection (QCD)problem with Markovian data, for which we characterize a state-dependentthreshold-type optimal change detection policy. Numerical experimentsillustrate various properties of our control-switching policy.

Controlling a Markov Decision Process with an Abrupt Change in the Transition Kernel