Piunovskiy / Zhang

Continuous-Time Markov Decision Processes

Borel Space Models and General Control Strategies

Springer International Publishing

ISBN 978-3-030-54987-9

Standardpreis


149,79 €

sofort lieferbar!

Preisangaben inkl. MwSt. Abhängig von der Lieferadresse kann die MwSt. an der Kasse variieren. Weitere Informationen

Bibliografische Daten

eBook. PDF

2020

XXIV, 583 p. 10 illus., 3 illus. in color..

In englischer Sprache

Umfang: 583 S.

Verlag: Springer International Publishing

ISBN: 978-3-030-54987-9

Weiterführende bibliografische Daten

Produktbeschreibung

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.

Autorinnen und Autoren

Produktsicherheit

Hersteller

Springer Nature Customer Service Center GmbH

ProductSafety@springernature.com

Topseller & Empfehlungen für Sie

Ihre zuletzt angesehenen Produkte

Rezensionen

Dieses Set enthält folgende Produkte:
    Auch in folgendem Set erhältlich:

    • nach oben

      Ihre Daten werden geladen ...