eBook Adaptive Markov Control Processes download
by O. Hernandez-Lerma
Author: O. Hernandez-Lerma
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K; 1st Edition edition (December 31, 1989)
ePub: 1808 kb
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A Markov decision process (MDP) is a discrete time stochastic control process. It provides a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker
A Markov decision process (MDP) is a discrete time stochastic control process. It provides a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for studying optimization problems solved via dynamic programming and reinforcement learning.
Adaptive Markov Control Processes. Authors: Hernandez-Lerma, Onesimo. eBook 67,82 €. price for Finland (gross). This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs.
Onesimo Hernandez-Lerma. The purpose of this book is to present some recent developments on the theory of adaptive CMP's, i. e., CMP's that depend on unknown parameters.
Thus, I believe the book is designed to serve as a textbook in a graduate level course dealing with adaptive controlled Markov processes. Thus, I believe the book is designed to serve as a textbook in a graduate level course dealing with adaptive controlled Markov processes. Because of the considerable portion of mathematical representation, the reader should have a good background in mathematics.
1 Controlled Markov Processes. . Stochastic Control Problems. Fisheries Management. Nonstationary MCM's. Semi-Markov Control Models. Performance Criteria. 2 Discounted Reward Criterion. Constrained average cost Markov control processes in Borel spaces. O Hernández-Lerma, J González-Hernández, RR López-Martínez. SIAM Journal on Control and Optimization 42 (2), 442-468, 2003. Springer Science & Business Media, 2012. Continuous-time Markov decision processes. X Guo, O Hernández-Lerma. Continuous-Time Markov Decision Processes, 9-18, 2009. Markov chains and invariant probabilities. Approximation schemes for infinite linear programs. O Hernández-Lerma, JB Lasserre. SIAM Journal on Optimization 8 (4), 973-988, 1998. Onesimo Hernandez-Lerma. This button opens a dialog that displays additional images for this product with the option to zoom in or out. Tell us if something is incorrect. Adaptive Markov Control Processes.
Markov Processes and Controlled Markov Chains. O. Hernandez-Lerma and . Minjarez-Sosa, Adaptive Control for Markov Processes with Unbounded Costs, Doctoral Thesis, UAM-Iztapalapa, Mexico, 1998. 15 o hernandez lerma and jb lasserre discrete time. School Tulane University. Lasserre, Discrete-Time Markov Control Processes: Basic Optimality Criteria, Springer-Verlag, New York, 1996. Lasserre, Further Topics on Discrete- Time Markov Control Processes, Springer-Verlag, New York, 1999.