Competitive Markov Decision Processes
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Competitive Markov Decision Processes
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Author : Jerzy Filar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Competitive Markov Decision Processes written by Jerzy Filar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This book is intended as a text covering the central concepts and techniques of Competitive Markov Decision Processes. It is an attempt to present a rig orous treatment that combines two significant research topics: Stochastic Games and Markov Decision Processes, which have been studied exten sively, and at times quite independently, by mathematicians, operations researchers, engineers, and economists. Since Markov decision processes can be viewed as a special noncompeti tive case of stochastic games, we introduce the new terminology Competi tive Markov Decision Processes that emphasizes the importance of the link between these two topics and of the properties of the underlying Markov processes. The book is designed to be used either in a classroom or for self-study by a mathematically mature reader. In the Introduction (Chapter 1) we outline a number of advanced undergraduate and graduate courses for which this book could usefully serve as a text. A characteristic feature of competitive Markov decision processes - and one that inspired our long-standing interest - is that they can serve as an "orchestra" containing the "instruments" of much of modern applied (and at times even pure) mathematics. They constitute a topic where the instruments of linear algebra, applied probability, mathematical program ming, analysis, and even algebraic geometry can be "played" sometimes solo and sometimes in harmony to produce either beautifully simple or equally beautiful, but baroque, melodies, that is, theorems.
Markov Decision Processes In Practice
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Author : Richard J. Boucherie
language : en
Publisher: Springer
Release Date : 2017-03-10
Markov Decision Processes In Practice written by Richard J. Boucherie and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-10 with Business & Economics categories.
This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach. The book is divided into six parts. Part 1 is devoted to the state-of-the-art theoretical foundation of MDP, including approximate methods such as policy improvement, successive approximation and infinite state spaces as well as an instructive chapter on Approximate Dynamic Programming. It then continues with five parts of specific and non-exhaustive application areas. Part 2 covers MDP healthcare applications, which includes different screening procedures, appointment scheduling, ambulance scheduling and blood management. Part 3 explores MDP modeling within transportation. This ranges from public to private transportation, from airports and traffic lights to car parking or charging your electric car . Part 4 contains three chapters that illustrates the structure of approximate policies for production or manufacturing structures. In Part 5, communications is highlighted as an important application area for MDP. It includes Gittins indices, down-to-earth call centers and wireless sensor networks. Finally Part 6 is dedicated to financial modeling, offering an instructive review to account for financial portfolios and derivatives under proportional transactional costs. The MDP applications in this book illustrate a variety of both standard and non-standard aspects of MDP modeling and its practical use. This book should appeal to readers for practitioning, academic research and educational purposes, with a background in, among others, operations research, mathematics, computer science, and industrial engineering.
Handbook Of Markov Decision Processes
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Author : Eugene A. Feinberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Handbook Of Markov Decision Processes written by Eugene A. Feinberg and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Dynamic Modelling And Control Of National Economies 1989
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Author : N.M. Christodoulakis
language : en
Publisher: Elsevier
Release Date : 2014-06-28
Dynamic Modelling And Control Of National Economies 1989 written by N.M. Christodoulakis and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Business & Economics categories.
The Symposium aimed at analysing and solving the various problems of representation and analysis of decision making in economic systems starting from the level of the individual firm and ending up with the complexities of international policy coordination. The papers are grouped into subject areas such as game theory, control methods, international policy coordination and the applications of artificial intelligence and experts systems as a framework in economic modelling and control. The Symposium therefore provides a wide range of important information for those involved or interested in the planning of company and national economics.
Stochastic Games And Applications
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Author : Abraham Neyman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Games And Applications written by Abraham Neyman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.
Markov Decision Processes In Artificial Intelligence
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Author : Olivier Sigaud
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-04
Markov Decision Processes In Artificial Intelligence written by Olivier Sigaud and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-04 with Technology & Engineering categories.
Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as reinforcement learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in artificial intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, reinforcement learning, partially observable MDPs, Markov games and the use of non-classical criteria). It then presents more advanced research trends in the field and gives some concrete examples using illustrative real life applications.
Optimization And Operations Research Volume Iv
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Author : Ulrich Derigs
language : en
Publisher: EOLSS Publications
Release Date : 2009-04-15
Optimization And Operations Research Volume Iv written by Ulrich Derigs and has been published by EOLSS Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-15 with categories.
Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme on Optimization and Operations Research is organized into six different topics which represent the main scientific areas of the theme: 1. Fundamentals of Operations Research; 2. Advanced Deterministic Operations Research; 3. Optimization in Infinite Dimensions; 4. Game Theory; 5. Stochastic Operations Research; 6. Decision Analysis, which are then expanded into multiple subtopics, each as a chapter. These four volumes are aimed at the following five major target audiences: University and College students Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.
Optimization Control And Applications Of Stochastic Systems
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Author : Daniel Hernández-Hernández
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-15
Optimization Control And Applications Of Stochastic Systems written by Daniel Hernández-Hernández and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-15 with Science categories.
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
Partially Observed Markov Decision Processes
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Author : Vikram Krishnamurthy
language : en
Publisher: Cambridge University Press
Release Date : 2016-03-21
Partially Observed Markov Decision Processes written by Vikram Krishnamurthy and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-21 with Mathematics categories.
This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.
Stacs 2006
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Author : Bruno Durand
language : en
Publisher: Springer
Release Date : 2006-03-01
Stacs 2006 written by Bruno Durand and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-01 with Computers categories.
This book constitutes the refereed proceedings of the 23rd Annual Symposium on Theoretical Aspects of Computer Science, held in February 2006. The 54 revised full papers presented together with three invited papers were carefully reviewed and selected from 283 submissions. The papers address the whole range of theoretical computer science including algorithms and data structures, automata and formal languages, complexity theory, semantics, and logic in computer science.