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Titlebook: Continuous-Time Markov Decision Processes; Borel Space Models a Alexey Piunovskiy,Yi Zhang Book 2020 Springer Nature Switzerland AG 2020 90

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發(fā)表于 2025-3-21 18:42:53 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Continuous-Time Markov Decision Processes
副標(biāo)題Borel Space Models a
編輯Alexey Piunovskiy,Yi Zhang
視頻videohttp://file.papertrans.cn/238/237046/237046.mp4
概述Features a detailed treatment of constrained problems.Covers exponential semi-Markov decision processes.Includes various unpublished results and illustrates the theory with new solved examples.Introdu
叢書名稱Probability Theory and Stochastic Modelling
圖書封面Titlebook: Continuous-Time Markov Decision Processes; Borel Space Models a Alexey Piunovskiy,Yi Zhang Book 2020 Springer Nature Switzerland AG 2020 90
描述.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.??.
出版日期Book 2020
關(guān)鍵詞90C40, 60J75; continuous-time Markov decision processes; dynamic programming; convex analytic approach;
版次1
doihttps://doi.org/10.1007/978-3-030-54987-9
isbn_softcover978-3-030-54989-3
isbn_ebook978-3-030-54987-9Series ISSN 2199-3130 Series E-ISSN 2199-3149
issn_series 2199-3130
copyrightSpringer Nature Switzerland AG 2020
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The Discounted Cost Model,strict to (relaxed) .-strategies because (Markov) .-strategies are sufficient for .-discounted problems; see Remark .. (In fact, in this chapter, the class of natural Markov strategies is also sufficient, according to (.). However, we choose to stay with the more general class of .-strategies. The s
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Reduction to DTMDP: The Total Cost Model,o solving the control problem for the corresponding Discrete-Time Markov Decision Process (DTMDP). After that, we use the known facts for DTMDP models to obtain the corresponding results for CTMDP models. The necessary information about DTMDPs is in Appendix C. We do not assume that the controlled p
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The Total Cost Model: General Case,ion of a strategy, the classes of Markov .-strategies and Markov Poisson-related strategies are still sufficient for solving constrained and unconstrained optimal control problems with total expected costs. In Sect.?., we investigate the important strategies called mixtures. The realizability of dif
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Description of CTMDPs and Preliminaries,In comparison with the previous literature, we introduce and consider wider classes of control strategies and put a special emphasis on those that are realizable, see more discussions on this in Sect.?.. A further discussion of possible control strategies is in Chap.?6, Sect.?..
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發(fā)表于 2025-3-22 19:45:30 | 只看該作者
The Total Cost Model: General Case,ined optimal control problems with total expected costs. In Sect.?., we investigate the important strategies called mixtures. The realizability of different classes of strategies is discussed in Sect.?..
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