Optimization And Games For Controllable Markov Chains
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Optimization And Games For Controllable Markov Chains
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Author : Julio B. Clempner
language : en
Publisher: Springer Nature
Release Date : 2023-12-13
Optimization And Games For Controllable Markov Chains written by Julio B. Clempner and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-13 with Technology & Engineering categories.
This book considers a class of ergodic finite controllable Markov's chains. The main idea behind the method, described in this book, is to develop the original discrete optimization problems (or game models) in the space of randomized formulations, where the variables stand in for the distributions (mixed strategies or preferences) of the original discrete (pure) strategies in the use. The following suppositions are made: a finite state space, a limited action space, continuity of the probabilities and rewards associated with the actions, and a necessity for accessibility. These hypotheses lead to the existence of an optimal policy. The best course of action is always stationary. It is either simple (i.e., nonrandomized stationary) or composed of two nonrandomized policies, which is equivalent to randomly selecting one of two simple policies throughout each epoch by tossing a biased coin. As a bonus, the optimization procedure just has to repeatedly solve the time-average dynamic programming equation, making it theoretically feasible to choose the optimum course of action under the global restriction. In the ergodic cases the state distributions, generated by the corresponding transition equations, exponentially quickly converge to their stationary (final) values. This makes it possible to employ all widely used optimization methods (such as Gradient-like procedures, Extra-proximal method, Lagrange's multipliers, Tikhonov's regularization), including the related numerical techniques. In the book we tackle different problems and theoretical Markov models like controllable and ergodic Markov chains, multi-objective Pareto front solutions, partially observable Markov chains, continuous-time Markov chains, Nash equilibrium and Stackelberg equilibrium, Lyapunov-like function in Markov chains, Best-reply strategy, Bayesian incentive-compatible mechanisms, Bayesian Partially Observable Markov Games, bargaining solutions for Nash and Kalai-Smorodinsky formulations, multi-traffic signal-control synchronization problem, Rubinstein's non-cooperative bargaining solutions, the transfer pricing problem as bargaining.
Optimization Of Stochastic Discrete Systems And Control On Complex Networks
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Author : Dmitrii Lozovanu
language : en
Publisher: Springer
Release Date : 2014-11-27
Optimization Of Stochastic Discrete Systems And Control On Complex Networks written by Dmitrii Lozovanu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Business & Economics categories.
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory.
Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1970
Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Aeronautics categories.
Markov Decision Processes And Stochastic Positional Games
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Author : Dmitrii Lozovanu
language : en
Publisher: Springer Nature
Release Date : 2024-01-12
Markov Decision Processes And Stochastic Positional Games written by Dmitrii Lozovanu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-01-12 with Business & Economics categories.
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2000
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
Encyclopedia Of Operations Research And Management Science
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Author : Saul I. Gass
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Encyclopedia Of Operations Research And Management Science written by Saul I. Gass 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.
Operations Research: 1934-1941," 35, 1, 143-152; "British The goal of the Encyclopedia of Operations Research and Operational Research in World War II," 35, 3, 453-470; Management Science is to provide to decision makers and "U. S. Operations Research in World War II," 35, 6, 910-925; problem solvers in business, industry, government and and the 1984 article by Harold Lardner that appeared in academia a comprehensive overview of the wide range of Operations Research: "The Origin of Operational Research," ideas, methodologies, and synergistic forces that combine to 32, 2, 465-475. form the preeminent decision-aiding fields of operations re search and management science (OR/MS). To this end, we The Encyclopedia contains no entries that define the fields enlisted a distinguished international group of academics of operations research and management science. OR and MS and practitioners to contribute articles on subjects for are often equated to one another. If one defines them by the which they are renowned. methodologies they employ, the equation would probably The editors, working with the Encyclopedia's Editorial stand inspection. If one defines them by their historical Advisory Board, surveyed and divided OR/MS into specific developments and the classes of problems they encompass, topics that collectively encompass the foundations, applica the equation becomes fuzzy. The formalism OR grew out of tions, and emerging elements of this ever-changing field. We the operational problems of the British and U. s. military also wanted to establish the close associations that OR/MS efforts in World War II.
Algebra And Coalgebra In Computer Science
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Author : Alexander Kurz
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-28
Algebra And Coalgebra In Computer Science written by Alexander Kurz 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 2009-08-28 with Computers categories.
This book constitutes the proceedings of the Third International Conference on Algebra and Coalgebra in Computer Science, CALCO 2009, formed in 2005 by joining CMCS and WADT. This year the conference was held in Udine, Italy, September 7-10, 2009. The 23 full papers were carefully reviewed and selected from 42 submissions. They are presented together with four invited talks and workshop papers from the CALCO-tools Workshop. The conference was divided into the following sessions: algebraic effects and recursive equations, theory of coalgebra, coinduction, bisimulation, stone duality, game theory, graph transformation, and software development techniques.
Russian Mathematical Surveys
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Author :
language : en
Publisher:
Release Date : 1998
Russian Mathematical Surveys written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematicians categories.
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.
Current Technical Papers
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Author :
language : en
Publisher:
Release Date : 1973
Current Technical Papers written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Science categories.