DISCRETE|TIME MARKOV CONTROL PROCESSES WITH ...

Discrete-Time Markov Control Processes: Basic Optimality Criteria

About this book. This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory ...

DISCRETE-TIME MARKOV CONTROL PROCESSES WITH ...

We consider discrete-time Markov control processes with Borel state and control spaces, unbounded costs per stage and not necessarily compact control constraint ...

Further Topics on Discrete-Time Markov Control Processes

Table of contents (6 chapters) · Front Matter · Ergodicity and Poisson's Equation · Discounted Dynamic Programming with Weighted Norms · The Expected Total Cost ...

Discrete-Time Controlled Markov Processes with Average Cost ...

The criterion to be minimized is a long-run expected average cost, and the constraints can be imposed on similar average costs, or on average rewards, or ...

Discrete‐time Markov control processes: Basic optimality criteria. O ...

Applied Stochastic Models and Data Analysis is a journal at the interface of stochastic modelling, data analysis, & applications in business, ...

Discrete-Time Markov Control Processes : Basic Optimality Criteria ...

Discrete-Time Markov Control Processes : Basic Optimality Criteria, Paperback... ; Condition. Like New ; Quantity. 2 available ; Item Number. 364952765052 ; Book ...

Risk-Sensitive Control of Discrete-Time Markov Processes with ...

Risk sensitive control of Markov processes satisfying the minorization property is studied using splitting techniques. Existence of solutions to the ...

Certainty equivalent control of discrete time Markov processes with ...

For so called regular utility we prove that optimal risk sensitive control with risk parameter defined as a the limit of Arrow–Pratt function is also optimal ...

Discrete-time Markov control processes with recursive discount rates

top This work analyzes a discrete-time Markov Control Model (MCM) on Borel spaces when the performance index is the expected total discounted cost. This ...

Discrete-Time Markov Control Processes: Basic Optimality Criteria ...

MCPs are a class of shastic control problems, also known as Markov decision processes, controlled Markov processes, or shastic dynamic pro grams; sometimes, ...

Discrete-time Markov control processes with discounted unbounded ...

Under easily verifiable assumptions, characterizations of the optimal cost function and optimal policies are provided, including all previously known ...

Discrete-time Markov control processes with discounted unbounded ...

Citations in EuDML Documents · Oscar Vega-Amaya, Sample path average optimality of Markov control processes with strictly unbounded cost · Yofre H. · Onésimo ...

Holdings: Discrete-Time Markov Control Processes : - Library Catalog

This book provides a unified, comprehensive treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to ...

Hernandez-Lerma, O. and Lasserre, J.B. (1996) Discrete-Time ...

Hernandez-Lerma, O. and Lasserre, J.B. (1996) Discrete-Time Markov Control Processes. Basic Optimality Criteria. Springer, New York. https://doi.org/ ...

Discrete-time Markov control processes : basic optimality criteria

This book provides a unified, comprehensive treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to ...

Average cost optimal policies for Markov control processes with ...

Controlled Markov chains (discrete-time Markov control processes). average cost. stochastic dynamic programming. optimal stationary policies. Recommended ...

Markov decision process - Wikipedia

Markov decision process (MDP), also called a stochastic dynamic program or stochastic control problem, is a model for sequential decision making when ...

Article detail - Kybernetika

We consider discrete-time Markov control processes with Borel state and control spaces, unbounded costs per stage, and not necessarily compact control ...

Discrete-time controlled Markov processes with average cost criterion

This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a ...

Further Topics on Discrete-Time Markov Control Processes ...

Further Topics on Discrete-Time Markov Control Processes (Stochastic Modelling and Applied Probability, 42) by Hernandez-Lerma, Onesimo; Lasserre, ...