Description: Continuous-Time Markov Decision Processes Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Borel Space Models and General Control Strategies Author(s): Alexey Piunovskiy, Yi Zhang, Albert Nikolaevich Shiryaev Format: Hardback Publisher: Springer Nature Switzerland AG, Switzerland Imprint: Springer Nature Switzerland AG ISBN-13: 9783030549862, 978-3030549862 Synopsis 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.
Price: 105.15 GBP
Location: Aldershot
End Time: 2024-12-16T09:11:38.000Z
Shipping Cost: 38.4 GBP
Product Images
Item Specifics
Return postage will be paid by: Buyer
Returns Accepted: Returns Accepted
After receiving the item, your buyer should cancel the purchase within: 60 days
Return policy details:
Book Title: Continuous-Time Markov Decision Processes
Number of Pages: 583 Pages
Language: English
Publication Name: Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies
Publisher: Springer Nature Switzerland A&G
Publication Year: 2020
Subject: Computer Science, Mathematics
Item Height: 235 mm
Item Weight: 1069 g
Type: Textbook
Author: Alexey Piunovskiy, Yi Zhang
Series: Probability Theory and Stochastic Modelling
Item Width: 155 mm
Format: Hardcover
