Recurrence Conditions For Averange And Blackwell Optimality In Denumerable State Markov Decision Chains

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Recurrence Conditions For Averange And Blackwell Optimality In Denumerable State Markov Decision Chains

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Author : Rommert Dekker
language : en
Publisher:
Release Date : 1989

Recurrence Conditions For Averange And Blackwell Optimality In Denumerable State Markov Decision Chains written by Rommert Dekker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with categories.

Denumerable Markov Decision Chains

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Author : Rommert Dekker
language : en
Publisher:
Release Date : 1985

Denumerable Markov Decision Chains written by Rommert Dekker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Markov processes 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.

Markov Decision Problems With Countable State Spaces

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Author : H. M. Dietz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 1984-01-14

Markov Decision Problems With Countable State Spaces written by H. M. Dietz and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-01-14 with Mathematics categories.

No detailed description available for "Markov Decision Problems with Countable State Spaces".

Continuous Time Markov Decision Processes

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Author : Xianping Guo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-18

Continuous Time Markov Decision Processes written by Xianping Guo 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 2009-09-18 with Mathematics categories.

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form.

Selected Topics On Continuous Time Controlled Markov Chains And Markov Games

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Author : Tomás Prieto-Rumeau
language : en
Publisher: World Scientific
Release Date : 2012

Selected Topics On Continuous Time Controlled Markov Chains And Markov Games written by Tomás Prieto-Rumeau and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.

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 optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown.This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.

Markov Decision Processes

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Author : Martin L. Puterman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-28

Markov Decision Processes written by Martin L. Puterman 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 2014-08-28 with Mathematics categories.

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." —Zentralblatt fur Mathematik ". . . it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic. . . . Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes." —Journal of the American Statistical Association

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.

Statistics Probability And Game Theory

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Author : David Blackwell
language : en
Publisher: IMS
Release Date : 1996

Statistics Probability And Game Theory written by David Blackwell and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematics categories.

Most of the 26 papers are research reports on probability, statistics, gambling, game theory, Markov decision processes, set theory, and logic. But they also include reviews on comparing experiments, games of timing, merging opinions, associated memory models, and SPLIF's; historical views of Carnap, von Mises, and the Berkeley Statistics Department; and a brief history, appreciation, and bibliography of Berkeley professor Blackwell. A sampling of titles turns up The Hamiltonian Cycle Problem and Singularly Perturbed Markov Decision Process, A Pathwise Approach to Dynkin Games, The Redistribution of Velocity: Collision and Transformations, Casino Winnings at Blackjack, and Randomness and the Foundations of Probability. No index. Annotation copyrighted by Book News, Inc., Portland, OR

Scientific And Technical Aerospace Reports

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Author :
language : en
Publisher:
Release Date : 1990

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 1990 with Aeronautics categories.