| 书目名称 | Further Topics on Discrete-Time Markov Control Processes | | 编辑 | Onésimo Hernández-Lerma,Jean Bernard Lasserre | | 视频video | | | 丛书名称 | Stochastic Modelling and Applied Probability | | 图书封面 |  | | 描述 | This book presents the second part of a two-volume series devoted to a sys tematic exposition of some recent developments in the theory of discrete time Markov control processes (MCPs). As in the first part, hereafter re ferred to as "Volume I" (see Hernandez-Lerma and Lasserre [1]), interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. However, an important feature of the present volume is that it is essentially self-contained and can be read independently of Volume I. The reason for this independence is that even though both volumes deal with similar classes of MCPs, the assumptions on the control models are usually different. For instance, Volume I deals only with nonnegative cost per-stage functions, whereas in the present volume we allow cost functions to take positive or negative values, as needed in some applications. Thus, many results in Volume Ion, say, discounted or average cost problems are not applicable to the models considered here. On the other hand, we now consider control models that typically re quire more restrictive classes of control-constraint sets and/or transition laws. This loss of generality is, of cou | | 出版日期 | Book 1999 | | 关键词 | Markov; ergodicity; linear optimization; model; operations research; programming | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-0561-6 | | isbn_softcover | 978-1-4612-6818-5 | | isbn_ebook | 978-1-4612-0561-6Series ISSN 0172-4568 Series E-ISSN 2197-439X | | issn_series | 0172-4568 | | copyright | Springer Science+Business Media New York 1999 |
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发表于 2025-3-21 19:11:15
