Continuous-time Markov decision processes : Borel space models and general control strategies /
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Author / Creator: | Piunovskiy, A. B., author. |
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Imprint: | Cham : Springer, [2020] |
Description: | 1 online resource (xxiv, 583 pages) : illustrations (some color). |
Language: | English |
Series: | Probability theory and stochastic modelling, 2199-3130 ; volume 97 Probability theory and stochastic modelling ; v. 97. |
Subject: | Markov processes. Probabilities. Statistics. System theory. Mathematical optimization. Markov processes. Mathematical optimization. Probabilities. Statistics. System theory. Electronic books. Electronic books. |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12609347 |
Table of Contents:
- 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. .