|
Login to ask the library to add a book.
|
|
Active Filter Settings
No Active Filters
|
|
|
|
|
first record
| previous record
| next record
| last record
|
full | marc
|
Record 1 of 1
|
|
| |
Total Requests 0 Unsatisfied Requests 0
|
|
You searched IISERK - Author: Pizer, Hank.
|
| Request |
|
|
Call Number
|
519.2
|
|
Author
|
Piunovskiy, Alexey. author.
|
|
Title
|
Continuous-Time Markov Decision Processes [electronic resource] : Borel Space Models and General Control Strategies / by Alexey Piunovskiy, Yi Zhang.
|
|
Material Info.
|
XXIV, 583 p. 10 illus., 3 illus. in color. online resource.
|
|
Series
|
Probability Theory and Stochastic Modelling, 2199-3130 ; 97
|
|
Series
|
Probability Theory and Stochastic Modelling, 2199-3130 ; 97
|
|
Summary Note
|
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies. Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth. The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail. Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable. .
|
|
Notes
|
Foreword -- Preface -- Description of CTMDPs and Preliminaries -- Selected Properties of Controlled Processes -- The Discounted Cost Model -- Reduction to DTMDP: The Total Cost Model -- The Average Cost Model -- The Total Cost Model: General Case -- Gradual-Impulsive Control Models -- Appendices: Miscellaneous Results.-Relevant Definitions and Facts -- Definitions and Facts about Discrete-Time Markov Decision Processes -- Bibliography -- Index -- Notation. .
|
|
ISBN
|
9783030549879
|
|
Subject
|
Probabilities.
|
|
Subject
|
Statistics .
|
|
Subject
|
System theory.
|
|
Subject
|
Mathematical optimization.
|
|
Subject
|
Probability Theory and Stochastic Processes.
|
|
Subject
|
Statistics and Computing/Statistics Programs.
|
|
Subject
|
Systems Theory, Control.
|
|
Subject
|
Optimization.
|
|
Added Entry
|
Zhang, Yi. author.
|
|
Added Entry
|
SpringerLink (Online service)
|
|
Date
|
Year, Month, Day:02110081
|
|
|
|
|
