Self-Learning Control of Finite Markov Chains

ISBN-13: 9780824794293 / Angielski / Twarda / 2000 / 298 str.

Alexander S. Poznyak; K. Najim; E. Gomez-Ramirez

Opis

This manual presents a number of self-learning (adaptive) control algorithms and theoretical as well as practical results for both unconstrained and constrained finite Markov chains. It seeks to efficiently process 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.