Self-Learning Control of Finite Markov Chains

ISBN-13: 9780367398996 / Angielski / Miękka / 2019 / 314 str.

A. S. Poznyak; Kaddour Najim; E. Gomez-Ramirez

Opis

Presents a number of new and potentially useful self-learning (adaptive) control algorithms and theoretical as well as practical results for both unconstrained and constrained finite Markov chains-efficiently processing new information by adjusting the control strategies directly or indirectly.

Spis treści

Controlled Markov chains. Unconstrained Markov chains: Lagrange multipliers approach; penalty function approach; projection gradient method. Constrained Markov chains: Lagrange multipliers approach; penalty function approach; nonregular Markov chains; practical aspects.

O autorze

Poznyak, A.S.; Najim, Kaddour; Gomez-Ramirez, E.