Continuous-time Markov decision processes : theory and applications

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populati...

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Autors principals: Guo, Xianping, Hernández-Hernández, Onésimo, 1946-...., mathématicien (Autor), Hernández-Lerma, Onésimo (Autor)
Format: Livre numérique
Idioma:Anglais
Publicat: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Edició:1st ed. 2009.
Col·lecció:Stochastic Modelling and Applied Probability 62
Matèries:
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Nota: Description d'après consultation du 30 mars 2012
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Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Continuous-time Markov decision processes, theory and applications, Xianping Guo, Onésimo Hernández-Lerma, 2009, Heidelberg, Springer, 1 vol. (XVII-231 p.), Stochastic Modelling and Applied Probability, 978-3-642-02546-4
• Continuous-Time Markov Decision Processes, Texte imprimé, 9783642025488
• Continuous-Time Markov Decision Processes, Texte imprimé, 9783642260728
Taula de continguts:
  • and Summary Continuous-Time Markov Decision Processes Average Optimality for Finite Models Discount Optimality for Nonnegative Costs Average Optimality for Nonnegative Costs Discount Optimality for Unbounded Rewards Average Optimality for Unbounded Rewards Average Optimality for Pathwise Rewards Advanced Optimality Criteria Variance Minimization Constrained Optimality for Discount Criteria Constrained Optimality for Average Criteria