國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Continuous-time Markov decision proc...

Piunovskiy, Alexey.

Continuous-time Markov decision processesBorel space models and general control strategies /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Continuous-time Markov decision processesby Alexey Piunovskiy, Yi Zhang.
其他題名:	Borel space models and general control strategies /
作者:	Piunovskiy, Alexey.
其他作者:	Zhang, Yi.
出版者:	Cham :Springer International Publishing :2020.
面頁冊數:	xxiv, 583 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Markov processes.
電子資源:	https://doi.org/10.1007/978-3-030-54987-9
ISBN:	9783030549879$q(electronic bk.)

Continuous-time Markov decision processesBorel space models and general control strategies /
Piunovskiy, Alexey.

Continuous-time Markov decision processesBorel space models and general control strategies /[electronic resource] :by Alexey Piunovskiy, Yi Zhang. - Cham :Springer International Publishing :2020. - xxiv, 583 p. :ill. (some col.), digital ;24 cm. - Probability theory and stochastic modelling,v.972199-3130 ;. - Probability theory and stochastic modelling ;v.70..

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.

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.

ISBN: 9783030549879$q(electronic bk.)

Standard No.: 10.1007/978-3-030-54987-9doiSubjects--Topical Terms:

181910
Markov processes.

LC Class. No.: QA274.7 / .P586 2020

Dewey Class. No.: 519.233

Continuous-time Markov decision processesBorel space models and general control strategies /
LDR:02695nmm a2200349 a 4500 001 589635
003 DE-He213
005 20210311161223.0
006 m d
007 cr nn 008maaau
008 210601s2020 sz s 0 eng d
020 $a 9783030549879$q(electronic bk.)
020 $a 9783030549862$q(paper)
024 7 $a 10.1007/978-3-030-54987-9 $2 doi
035 $a 978-3-030-54987-9
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274.7 $b .P586 2020
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.233 $2 23
090 $a QA274.7 $b .P693 2020
100 1 $a Piunovskiy, Alexey. $3 881604
245 1 0 $a Continuous-time Markov decision processes $h [electronic resource] : $b Borel space models and general control strategies / $c by Alexey Piunovskiy, Yi Zhang.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a xxiv, 583 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Probability theory and stochastic modelling, $x 2199-3130 ; $v v.97
505 0 $a 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.
520 $a 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.
650 0 $a Markov processes. $3 181910
650 0 $a Probabilities. $3 182046
650 0 $a Statistics. $3 182057
650 0 $a System theory. $3 183989
650 0 $a Mathematical optimization. $3 183292
650 1 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Statistics and Computing/Statistics Programs. $3 275710
650 2 4 $a Systems Theory, Control. $3 274654
650 2 4 $a Optimization. $3 274084
700 1 $a Zhang, Yi. $3 227340
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Probability theory and stochastic modelling ; $v v.70. $3 683306
856 4 0 $u https://doi.org/10.1007/978-3-030-54987-9
950 $a Mathematics and Statistics (SpringerNature-11649)