书目名称 | Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains |
编辑 | Xi-Ren Cao |
视频video | |
概述 | Presents a comprehensive methodology for the performance optimization of time-nonhomogeneous Markov chains.Introduces the concept of confluencity, showing how it is fundamental to performance optimiza |
丛书名称 | SpringerBriefs in Electrical and Computer Engineering |
图书封面 |  |
描述 | .This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply...This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.. |
出版日期 | Book 2021 |
关键词 | Markov Decision Processes; Blackwell Optimality; Branching States; Confluencity; Multi-Class Optimizatio |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-030-56678-4 |
isbn_softcover | 978-3-030-56677-7 |
isbn_ebook | 978-3-030-56678-4Series ISSN 2191-8112 Series E-ISSN 2191-8120 |
issn_series | 2191-8112 |
copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2021 |