Continuous-Time Markov Decision Processes

Language: English

Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2012

3642260721 / 9783642260728

Series: Book 19 of 30 - Stochastic Modelling and Applied Probability

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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 populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form.

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Title
Continuous-Time Markov Decision Processes
Author
Xianping Guo, Onésimo Hernández-Lerma
Publisher
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE
Publication year
2012
Condition
New
Binding
Paperback
Language
English
ISBN 10
3642260721
ISBN 13
9783642260728
Edition
2009 ed.
Series
Book 19 of 30: Stochastic Modelling and Applied Probability

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