Continuous-Time Markov Decision Processes Theory and Applications /

• Κύριοι συγγραφείς: Guo, Xianping (Συγγραφέας), Hernández-Lerma, Onésimo (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Σειρά: Stochastic Modelling and Applied Probability, 62
• Θέματα: Mathematics.; Mathematical optimization.; Operations research.; Management science.; Probabilities.; Optimization.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populati...

Πίνακας περιεχομένων:

• and Summary
• Continuous-Time Markov Decision Processes
• Average Optimality for Finite Models
• Discount Optimality for Nonnegative Costs
• Average Optimality for Nonnegative Costs
• Discount Optimality for Unbounded Rewards
• Average Optimality for Unbounded Rewards
• Average Optimality for Pathwise Rewards
• Advanced Optimality Criteria
• Variance Minimization
• Constrained Optimality for Discount Criteria
• Constrained Optimality for Average Criteria.