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Continuous-Time Markov Decision Processes: Theory and Applications

Continuous-Time Markov Decision Processes: Theory and Applications

Paperback

Series: Stochastic Modelling and Applied Probability, Book 62

Business GeneralGeneral MathematicsProbability & Statistics

ISBN10: 3642260721
ISBN13: 9783642260728
Publisher: Springer Nature
Published: Mar 14 2012
Pages: 234
Weight: 0.79
Height: 0.53 Width: 6.14 Depth: 9.21
Language: English
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.

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