Adaptive Markov Control Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Adaptive Markov Control Processes write by Onesimo Hernandez-Lerma. This book was released on 2012-12-06. Adaptive Markov Control Processes available in PDF, EPUB and Kindle. This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been developed. The purpose of this book is to present some recent developments on the theory of adaptive CMP's, i. e. , CMP's that depend on unknown parameters. Thus at each decision time, the controller or decision-maker must estimate the true parameter values, and then adapt the control actions to the estimated values. We do not intend to describe all aspects of stochastic adaptive control; rather, the selection of material reflects our own research interests. The prerequisite for this book is a knowledgeof real analysis and prob ability theory at the level of, say, Ash (1972) or Royden (1968), but no previous knowledge of control or decision processes is required. The pre sentation, on the other hand, is meant to beself-contained,in the sensethat whenever a result from analysisor probability is used, it is usually stated in full and references are supplied for further discussion, if necessary. Several appendices are provided for this purpose. The material is divided into six chapters. Chapter 1 contains the basic definitions about the stochastic control problems we are interested in; a brief description of some applications is also provided.
Adaptive Markov Control Processes
Adaptive Markov Control Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Adaptive Markov Control Processes write by Onésimo Hernández-Lerma. This book was released on 1989. Adaptive Markov Control Processes available in PDF, EPUB and Kindle.
Adaptive Markov Control Processes
Adaptive Markov Control Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Adaptive Markov Control Processes write by Onésimo Hernández-Hernández. This book was released on . Adaptive Markov Control Processes available in PDF, EPUB and Kindle.
Discrete-Time Markov Control Processes
Discrete-Time Markov Control Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-Time Markov Control Processes write by Onesimo Hernandez-Lerma. This book was released on 2012-12-06. Discrete-Time Markov Control Processes available in PDF, EPUB and Kindle. This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro grams; sometimes, particularly when the state space is a countable set, they are also called Markov decision (or controlled Markov) chains. Regardless of the name used, MCPs appear in many fields, for example, engineering, economics, operations research, statistics, renewable and nonrenewable re source management, (control of) epidemics, etc. However, most of the lit erature (say, at least 90%) is concentrated on MCPs for which (a) the state space is a countable set, and/or (b) the costs-per-stage are bounded, and/or (c) the control constraint sets are compact. But curiously enough, the most widely used control model in engineering and economics--namely the LQ (Linear system/Quadratic cost) model-satisfies none of these conditions. Moreover, when dealing with "partially observable" systems) a standard approach is to transform them into equivalent "completely observable" sys tems in a larger state space (in fact, a space of probability measures), which is uncountable even if the original state process is finite-valued.
Mathematical Theory of Adaptive Control
Mathematical Theory of Adaptive Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Theory of Adaptive Control write by Vladimir Grigor?evich Sragovich. This book was released on 2006. Mathematical Theory of Adaptive Control available in PDF, EPUB and Kindle. The theory of adaptive control is concerned with construction of strategies so that the controlled system behaves in a desirable way, without assuming the complete knowledge of the system. The models considered in this comprehensive book are of Markovian type. Both partial observation and partial information cases are analyzed. While the book focuses on discrete time models, continuous time ones are considered in the final chapter. The book provides a novel perspective by summarizing results on adaptive control obtained in the Soviet Union, which are not well known in the West. Comments on the interplay between the Russian and Western methods are also included.
