| 书目名称 | Continuous-Time Markov Decision Processes |
| 副标题 | Borel Space Models a |
| 编辑 | Alexey Piunovskiy,Yi Zhang |
| 视频video | |
| 概述 | Features a detailed treatment of constrained problems.Covers exponential semi-Markov decision processes.Includes various unpublished results and illustrates the theory with new solved examples.Introdu |
| 丛书名称 | Probability Theory and Stochastic Modelling |
| 图书封面 |  |
| 描述 | .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. . |
| 出版日期 | Book 2020 |
| 关键词 | 90C40, 60J75; continuous-time Markov decision processes; dynamic programming; convex analytic approach; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-54987-9 |
| isbn_softcover | 978-3-030-54989-3 |
| isbn_ebook | 978-3-030-54987-9Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | Springer Nature Switzerland AG 2020 |
发表于 2025-3-21 18:42:53
