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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97) - Hardcover
- PublisherSpringer
- Publication date2020
- ISBN 10 3030549860
- ISBN 13 9783030549862
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages607
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97)
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Continuous-Time Markov Decision Processes
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Springer International Publishing Nov 2020, 2020
ISBN 10: 3030549860
ISBN 13: 9783030549862
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Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 608 pp. Englisch. Seller Inventory # 9783030549862
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Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies
Published by
Springer International Publishing, 2020
ISBN 10: 3030549860
ISBN 13: 9783030549862
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Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783030549862
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling)
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling)
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling)
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97)
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Continuous-Time Markov Decision Processes
Published by
Springer International Publishing, 2020
ISBN 10: 3030549860
ISBN 13: 9783030549862
New
Hardcover
Seller: moluna, Greven, Germany
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Features a detailed treatment of constrained problemsCovers exponential semi-Markov decision processesIncludes various unpublished results and illustrates the theory with new solved examplesIntroduces new and broad classes of str. Seller Inventory # 413854387
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97)
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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97)
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Hardcover. Condition: New. 1st ed. 2020. Special order direct from the distributor. Seller Inventory # ING9783030549862
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