| 期刊全称 | Adaptive Markov Control Processes | | 影响因子2023 | O. Hernández-Lerma | | 视频video | | | 学科分类 | Applied Mathematical Sciences | | 图书封面 |  | | 影响因子 | 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 use | | Pindex | Book 1989 |
The information of publication is updating
|
|
发表于 2025-3-21 16:39:18
