Continuous-Time Markov Decision Processes
portes grátis
Continuous-Time Markov Decision Processes
Borel Space Models and General Control Strategies
Zhang, Yi; Shiryaev, Albert Nikolaevich; Piunovskiy, Alexey
Springer Nature Switzerland AG
11/2021
583
Mole
Inglês
9783030549893
15 a 20 dias
920
Descrição não disponível.
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.
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90C40, 60J75;continuous-time Markov decision processes;dynamic programming;convex analytic approach;linear programming;occupation measure;constrained optimality;Markov pure jump processes;statistical decision theory;sequential analysis;stochastic optimal control
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
