Continuous-time Markov Decision Processes: Borel Space Models and General Control Strategies
Language: English
Published by Springer Nature, 2020
Series: Book 30 of 35 - Probability Theory and Stochastic Modelling
- Hardcover
- New
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
AbeBooks seller since January 6, 2003
Condition: New
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607 pages. 9.25x6.10x9.21 inches. In Stock.
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- Title
- Continuous-time Markov Decision Processes: Borel Space Models and General Control Strategies
- Author
- Piunovskiy, Alexey/ Zhang, Yi/ Shiryaev, Albert Nikolaevich (Foreward By)
- Publisher
- Springer Nature
- Publication year
- 2020
- Condition
- Brand New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3030549860
- ISBN 13
- 9783030549862
- Item weight
- 1.02 kilograms
- Series
- Book 30 of 35: Probability Theory and Stochastic Modelling
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.
"Synopsis" may belong to another edition of this title.
About the Author
Alexey Piunovskiy was born in Moscow, USSR, in 1954. He obtained his PhD in 1981 from the Moscow State Institute of Electronics and Mathematics, and his DSc from the Moscow State Institute of Physics and Technology in 2000. Since then he has been at the University of Liverpool, where he is presently a Reader. His research interests include stochastic optimal control and constrained optimization.
Yi Zhang was born in Qingdao, PRC, in 1985. He obtained his PhD in 2010 from the Department of Mathematical Sciences at the University of Liverpool, where he is currently a Lecturer. His research interests include stochastic models in operational research, Markov decision processes and their applications to problems in statistics and optimal control.
"About the title" may belong to another edition of this title.
Revaluation Books
Exeter, United Kingdom
AbeBooks seller since January 6, 2003
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