Approximate Solutions To Constrained Risk-Sensitive Markov Decision Processes

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard expected discounted cost functions as well as expected risk-sensitive discounted cost functions over finite and infinite horizons. The main contribution is to show that the problem possesses a solution if it is feasible, and to provide two methods for finding an approximate solution in the form of an ultimately stationary (US) MR policy. The latter is achieved through two approximating finite-horizon CRSMDPs which are constructed from the original CRSMDP by time-truncating the original objective and constraint cost functions, and suitably perturbing the constraint upper bounds. The first approximation gives a US policy which is $\epsilon$-optimal and feasible for the original problem, while the second approximation gives a near-optimal US policy whose violation of the original constraints is bounded above by a specified $\epsilon$. A key step in the proofs is an appropriate choice of a metric that makes the set of infinite-horizon MR policies and the feasible regions of the three CRSMDPs compact, and the objective and constraint functions continuous. A linear-programming-based formulation for solving the approximating finite-horizon CRSMDPs is also given.Comment: 38 page

Organic photovoltaic cells with nano-fabric heterojunction structure

Organic photovoltaic cells containing electron-transporting organic nanofibers in the form of "nanofabrics" are investigated. Nano-fabric heterojunctions of poly(3-hexylthiophene) and electron-transporting nanofibers significantly improve short-circuit current density in organic photovoltaic cells. The nanofibers and nanofabric are synthesized from organic electron-transporting material bis(octyl)-perylenediimide (PDI-C-8). The PDI-C-8 based nano-fabric's electron mobility is measured to be 0.08 cm(2)/Vs. The nanofabric improves charge collection by expanding the interfacial acceptor-donor area while simultaneously providing dedicated electron transport pathways to the LiF/Al electrodes. An increase in fill factor is observed for photovoltaic cells incorporating the nanofabric heterojunctions and is attributed to efficient removal of space charge. (C) 2012 American Institute of Physics. [doi:10.1063/1.3679097