Continuous-Time Markov Decision Processes

519.6

Guo, Xianping. Continuous-Time Markov Decision Processes Theory and Applications / by Xianping Guo, Onésimo Hernández-Lerma. -
XVIII, 234 p. online resource. - (Stochastic Modelling and Applied Probability, 62) Content notes : and Summary -- Continuous-Time Markov Decision Processes -- Average Optimality for Finite Models -- Discount Optimality for Nonnegative Costs -- Average Optimality for Nonnegative Costs -- Discount Optimality for Unbounded Rewards -- Average Optimality for Unbounded Rewards -- Average Optimality for Pathwise Rewards -- Advanced Optimality Criteria -- Variance Minimization -- Constrained Optimality for Discount Criteria -- Constrained Optimality for Average Criteria. 9783642025471 * Mathematical optimization. Distribution (Probability theory. Optimization. Probability Theory and Stochastic Processes. Operations Research, Management Science. * Hernández-Lerma, Onésimo., aut, http://id.loc.gov/vocabulary/relators/aut * Title * Series