wyszukanych pozycji: 11
Discrete-Time Markov Control Processes: Basic Optimality Criteria
ISBN: 9780387945798 / Angielski / Twarda / 1995 / 216 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro- grams; sometimes, particularly when the state space is a countable set, they are also called Markov...
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discr...
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cena:
586,33 zł |
Discrete-Time Markov Control Processes: Basic Optimality Criteria
ISBN: 9781461268840 / Angielski / Miękka / 2012 / 216 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro- grams; sometimes, particularly when the state space is a countable set, they are also called Markov...
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discr...
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cena:
586,33 zł |
Adaptive Markov Control Processes
ISBN: 9781461264545 / Angielski / Miękka / 2012 / 148 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been developed. 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 at each decision time, the controller or...
This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov d...
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cena:
195,42 zł |
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
ISBN: 9781848168480 / Angielski / Twarda / 2012 / 292 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic...
This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic ...
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cena:
477,47 zł |
Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach
ISBN: 9783319010588 / Angielski / Miękka / 2013 / 69 str. Termin realizacji zamówienia: ok. 20 dni roboczych. There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well-suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self-contained presentation...
There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagr...
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cena:
195,42 zł |
Further Topics on Discrete-Time Markov Control Processes
ISBN: 9780387986944 / Angielski / Twarda / 1999 / 277 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents the second part of a two-volume series devoted to a sys- tematic exposition of some recent developments in the theory of discrete- time Markov control processes (MCPs). As in the first part, hereafter re- ferred to as "Volume I" (see Hernandez-Lerma and Lasserre 1]), interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. However, an important feature of the present volume is that it is essentially self-contained and can be read independently of Volume I. The reason for this independence is that even though both volumes deal...
This book presents the second part of a two-volume series devoted to a sys- tematic exposition of some recent developments in the theory of discrete- ...
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cena:
547,24 zł |
Markov Chains and Invariant Probabilities
ISBN: 9783034894081 / Angielski / Miękka / 2012 / 208 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an invariant probability measure. To state this more precisely and give an overview of the questions we shall be dealing with, we will first introduce some notation and terminology. Let (X, B) be a measurable space, and consider a X-valued Markov chain . = { k' k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B): = Prob ( k+1 E B I k = x) for each x E X, B E B, and k =...
This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about...
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cena:
195,42 zł |
Markov Chains and Invariant Probabilities
ISBN: 9783764370008 / Angielski / Twarda / 2003 / 208 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measure. The main objective is to give a systematic, self-contained presentation on some key issues about the ergodic behavior of that class of Markov chains. These issues include, in particular, the various types of convergence of expected and pathwise occupation measures, and ergodic decompositions of the state space.
This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measure. The main objective is to give a systematic,... |
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cena:
195,42 zł |
Further Topics on Discrete-Time Markov Control Processes
ISBN: 9781461268185 / Angielski / Miękka / 2012 / 277 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work, an important feature of this volume is that it is self-contained and can thus be read independently of the first.
The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations... Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to...
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cena:
547,24 zł |
Evolutionary Games and the Replicator Dynamics
ISBN: 9781009472302 / Twarda / 2024 / 75 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
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cena:
254,78 zł |
Evolutionary Games and the Replicator Dynamics
ISBN: 9781009472326 / Miękka / 2024 / 75 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
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cena:
90,80 zł |