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.
Further Topics on Discrete-Time Markov Control Processes
Further Topics on 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 Further Topics on Discrete-Time Markov Control Processes write by Onesimo Hernandez-Lerma. This book was released on 2012-12-06. Further Topics on Discrete-Time Markov Control Processes available in PDF, EPUB and Kindle. Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work, an important feature of this volume is that it is self-contained and can thus be read independently of the first. The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations research, and management science.
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 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.
Discrete-time Markov Control Processes with Discounted Unbounded Costs: Optimality Criteria
Discrete-time Markov Control Processes with Discounted Unbounded Costs: Optimality Criteria - 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 with Discounted Unbounded Costs: Optimality Criteria write by O. Hernandez-Lerma. This book was released on 1990. Discrete-time Markov Control Processes with Discounted Unbounded Costs: Optimality Criteria available in PDF, EPUB and Kindle.
Discrete-Time Markov Jump Linear Systems
Discrete-Time Markov Jump Linear Systems - 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 Jump Linear Systems write by O.L.V. Costa. This book was released on 2006-03-30. Discrete-Time Markov Jump Linear Systems available in PDF, EPUB and Kindle. This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time
