Téléchargez le livre : Continuous-Time Markov Decision Processes

Continuous-Time Markov Decision Processes

Borel Space Models and General Control Strategies de

,

Éditeur :

Springer


Collection :

Probability Theory and Stochastic Modelling

Paru le : 2020-11-09

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Description

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.  
Pages
583 pages
Collection
Probability Theory and Stochastic Modelling
Parution
2020-11-09
Marque
Springer
EAN papier
9783030549862
EAN PDF
9783030549879
Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
58
Taille du fichier
6861 Ko
Prix
147,69 €
EAN EPUB
9783030549879
Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
58
Taille du fichier
62607 Ko
Prix
147,69 €

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