London Jeans

Continuous-time Markov Decision Processes : Borel Space Models and General Co...

Description: Continuous-time Markov Decision Processes : Borel Space Models and General Control Strategies, Hardcover by Piunovskiy, Alexey; Zhang, Yi; Shiryaev, Albert Nikolaevich (FRW), ISBN 3030549860, ISBN-13 9783030549862, Brand New, 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.  

Price: 146.46 USD

Location: Jessup, Maryland

End Time: 2024-05-03T02:04:57.000Z

Shipping Cost: 0 USD

Product Images

Continuous-time Markov Decision Processes : Borel Space Models and General Co...

Item Specifics

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 14 Days

Refund will be given as: Money Back

Return policy details:

Book Title: Continuous-time Markov Decision Processes : Borel Space Models an

Item Length: 9.3in

Item Width: 6.1in

Author: Alexey Piunovskiy, Yi Zhang

Publication Name: Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies

Format: Hardcover

Language: English

Publisher: Springer International Publishing A&G

Series: Probability Theory and Stochastic Modelling Ser.

Publication Year: 2020

Type: Textbook

Item Weight: 37.7 Oz

Number of Pages: Xxiv, 583 Pages

Recommended

Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games,...
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games,...

$130.12

View Details
Prieto-Rumeau - Selected Topics on Continuous-Time Controlled Markov C - N555z
Prieto-Rumeau - Selected Topics on Continuous-Time Controlled Markov C - N555z

$159.40

View Details
Selected Topics On Continuous-time Controlled Markov Chains A... - 9781848168480
Selected Topics On Continuous-time Controlled Markov Chains A... - 9781848168480

$88.79

View Details
Continuous-Time Markov Decision Processes - 9783030549893
Continuous-Time Markov Decision Processes - 9783030549893

$135.81

View Details
Continuous-time Markov Decision Processes : Borel Space Models and General Co...
Continuous-time Markov Decision Processes : Borel Space Models and General Co...

$110.38

View Details
Continuous-time Markov Decision Processes : Borel Space Models and General Co...
Continuous-time Markov Decision Processes : Borel Space Models and General Co...

$111.09

View Details
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games,...
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games,...

$112.65

View Details
Continuous-Time Markov Decision Processes : Theory and Applications, Hardcove...
Continuous-Time Markov Decision Processes : Theory and Applications, Hardcove...

$118.93

View Details
Continuous-Time Markov Decision Processes : Theory and Applications, Paperbac...
Continuous-Time Markov Decision Processes : Theory and Applications, Paperbac...

$100.73

View Details
CONTINUOUS TIME MARKOV PROCESSES: AN INTRODUCTION By Thomas M. Liggett
CONTINUOUS TIME MARKOV PROCESSES: AN INTRODUCTION By Thomas M. Liggett

$69.49

View Details