Constrained Markov Decision Processes
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Constrained Markov Decision Processes
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Author : Eitan Altman
language : en
Publisher: CRC Press
Release Date : 1999-03-30
Constrained Markov Decision Processes written by Eitan Altman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-03-30 with Mathematics categories.
This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other. The first part explains the theory for the finite state space. The author characterizes the set of achievable expected occupation measures as well as performance vectors, and identifies simple classes of policies among which optimal policies exist. This allows the reduction of the original dynamic into a linear program. A Lagranian approach is then used to derive the dual linear program using dynamic programming techniques. In the second part, these results are extended to the infinite state space and action spaces. The author provides two frameworks: the case where costs are bounded below and the contracting framework. The third part builds upon the results of the first two parts and examines asymptotical results of the convergence of both the value and the policies in the time horizon and in the discount factor. Finally, several state truncation algorithms that enable the approximation of the solution of the original control problem via finite linear programs are given.
Constrained Markov Decision Processes
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Author : Eitan Altman
language : en
Publisher: Routledge
Release Date : 2021-12-24
Constrained Markov Decision Processes written by Eitan Altman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-24 with Mathematics categories.
This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.
Constrained Markov Decision Processes
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Author : E. Altman
language : en
Publisher:
Release Date : 1995
Constrained Markov Decision Processes written by E. Altman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
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.
Sensitivity Of Constrained Markov Decision Processes
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Author : Eitan Altman
language : en
Publisher:
Release Date : 1990
Sensitivity Of Constrained Markov Decision Processes written by Eitan Altman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Markov Decision Processes With Policy Constraints
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Author : John Nafeh
language : en
Publisher:
Release Date : 1976
Markov Decision Processes With Policy Constraints written by John Nafeh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Decision making categories.
This work is concerned with Markov Decision Processes with policy constraints. The selection of an optimum stationary policy for such processes, in the absence of policy constraints, is a problem which has received a great deal of attention, and has been satisfactorily solved. Relatively little attention has been given to the case when policy constraints are present or to the formulation of such constraints. Optimum policy sensitivity analysis is also a subject in which little has been achieved. Towards those ends, this work makes three major contributions. First, policy constraints are formulated and categorized. Secondly, a computationally efficient iterative algorithm is developed for selecting the optimum policy for completely ergodic, infinite time horizon Markov Decision Processes with policy constraints for both the risk-indifferent and risk-sensitive cases. Finally, the sensitivity of optimum policies to the policy constraints is analyzed by using the algorithm to compute the value of removing a constraint or a group of constraints. (Author).
Wireless Communications
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Author : Prathima Agrawal
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-05-05
Wireless Communications written by Prathima Agrawal 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 2010-05-05 with Mathematics categories.
This volume contains papers based on invited talks given at the 2005 IMA Summer Workshop on Wireless Communications, held at the Institute for Mathematics and Its Applications, University of Minnesota, June 22 - July 1, 2005. It presents some of the highlights of the workshop, and collects papers covering a broad spectrum of important and pressing issues in wireless communications.
Optimal Control Of Random Sequences In Problems With Constraints
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Author : A.B. Piunovskiy
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Control Of Random Sequences In Problems With Constraints written by A.B. Piunovskiy 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.
Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf'stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap plied mathematics and in the control theory of complex systf'ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics.
Robustness Of Policies In Constrained Markov Decision Processes
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Author : Alexander Zadorojniy
language : en
Publisher:
Release Date : 2005
Robustness Of Policies In Constrained Markov Decision Processes written by Alexander Zadorojniy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Network Control And Optimization
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Author : Eitan Altman
language : en
Publisher: Springer
Release Date : 2009-02-27
Network Control And Optimization written by Eitan Altman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-27 with Computers categories.
This book constitutes the refereed proceedings of the Second Euro-NF International Conference, NET-COOP 2008 held in Paris, France, in September 2008. The 13 revised full papers presented were carefully reviewed and selected from a total of 27 submissions. The papers are organized in topical sections on economics and peer-to-peer networks; routing and measurements; scheduling; tcp and congestion control; as well as wireless networks.