Description: Continuous-time Markov Decision Processes : Borel Space Models and General Control Strategies, Paperback by Piunovskiy, Alexey; Zhang, Yi; Shiryaev, Albert Nikolaevich (FRW), ISBN 3030549895, ISBN-13 9783030549893, Like New Used, Free shipping in the US 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. Th 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.
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Book Title: Continuous-time Markov Decision Processes : Borel Space Models an
Number of Pages: Xxiv, 583 Pages
Publication Name: Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies
Language: English
Publisher: Springer International Publishing A&G
Publication Year: 2021
Subject: Mathematical & Statistical Software, Probability & Statistics / General, System Theory
Item Weight: 32.5 Oz
Type: Textbook
Subject Area: Mathematics, Computers, Science
Author: Alexey Piunovskiy, Yi Zhang
Item Length: 9.3 in
Series: Probability Theory and Stochastic Modelling Ser.
Item Width: 6.1 in
Format: Trade Paperback
