Szkło powiększające
Search Loader

Onesimo Hernandez-Lerma & Jean B. Lasserre 
Discrete-Time Markov Control Processes 
Basic Optimality Criteria

Wsparcie
Adobe DRM
Pokrywa Onesimo Hernandez-Lerma & Jean B. Lasserre: Discrete-Time Markov Control Processes (PDF)
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro- grams; sometimes, particularly when the state space is a countable set, they are also called Markov decision (or controlled Markov) chains. Regardless of the name used, MCPs appear in many fields, for example, engineering, economics, operations research, statistics, renewable and nonrenewable re- source management, (control of) epidemics, etc. However, most of the lit- erature (say, at least 90%) is concentrated on MCPs for which (a) the state space is a countable set, and/or (b) the costs-per-stage are bounded, and/or (c) the control constraint sets are compact. But curiously enough, the most widely used control model in engineering and economics–namely the LQ (Linear system/Quadratic cost) model-satisfies none of these conditions. Moreover, when dealing with "partially observable" systems) a standard approach is to transform them into equivalent "completely observable" sys- tems in a larger state space (in fact, a space of probability measures), which is uncountable even if the original state process is finite-valued.
€161.12
Metody Płatności
Język Angielski ● Format PDF ● ISBN 9781461207290 ● Wydawca Springer New York ● Opublikowany 2012 ● Do pobrania 3 czasy ● Waluta EUR ● ID 4678710 ● Ochrona przed kopiowaniem Adobe DRM
Wymaga czytnika ebooków obsługującego DRM

Więcej książek elektronicznych tego samego autora (ów) / Redaktor

47 161 Ebooki w tej kategorii