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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Adaptive Markov Control Processes
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Adaptive Markov Control Processes
Onesimo Hernandez-Lerma (Gebundene Ausgabe, Englisch)
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Beschreibung
This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been developed.… The purpose of this book is to present some recent developments on the theory of adaptive CMP's, i. e. , CMP's that depend on unknown parameters. Thus at each decision time, the controller or decision-maker must estimate the true parameter values, and then adapt the control actions to the estimated values. We do not intend to describe all aspects of stochastic adaptive control; rather, the selection of material reflects our own research interests. The prerequisite for this book is a knowledgeof real analysis and prob ability theory at the level of, say, Ash (1972) or Royden (1968), but no previous knowledge of control or decision processes is required. The pre sentation, on the other hand, is meant to beself-contained,in the sensethat whenever a result from analysisor probability is used, it is usually stated in full and references are supplied for further discussion, if necessary. Several appendices are provided for this purpose. The material is divided into six chapters. Chapter 1 contains the basic definitions about the stochastic control problems we are interested in; a brief description of some applications is also provided. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
01.05.1989
Sprache
Englisch
EAN
9780387969664
Herausgeber
Springer US
Serien- oder Bandtitel
Applied Mathematical Sciences
Sonderedition
Nein
Autor
Onesimo Hernandez-Lerma
Seitenanzahl
148
Einbandart
Gebundene Ausgabe
Einbandart Details
Laminiert
Transparenz & Sicherheit
Hersteller: Springer Nature B.V., ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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