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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Discrete-Time Markov Control Processes
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Discrete-Time Markov Control Processes
Onesimo Hernandez-Lerma, Jean B. Lasserre (Broschiert, Englisch)
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Beschreibung
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. 160,49 €
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Technische Daten
Erscheinungsdatum
30.09.2012
Sprache
Englisch
EAN
9781461268840
Herausgeber
Springer US
Serien- oder Bandtitel
Stochastic Modelling and Applied Probability
Sonderedition
Nein
Autor
Onesimo Hernandez-Lerma, Jean B. Lasserre
Seitenanzahl
216
Einbandart
Broschiert
Buch Untertitel
Basic Optimality Criteria
Schlagwörter
Markov property, linear optimization, management, model, operations research, production, programming, quality, science
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
PBW - Angewandte Mathematik
TBC - Ingenieurswesen, Maschinenbau allgemein
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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