Continuous-Time Markov Decision Processes: Theory and Applications by Xianping G

Description: Continuous-Time Markov Decision Processes by Xianping Guo, Onésimo Hernández-Lerma This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form. Back Cover Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form. Author Biography Onésimo Hernández-Lerma received the Science and Arts National Award from the Government of MEXICO in 2001, an honorary doctorate from the University of Sonora in 2003, and the Scopus Prize from Elsevier in 2008. Xianping Guo received the He-Pan-Qing-Yi Best Paper Award from the 7th Word Congress on Intelligent Control and Automation in 2008. Table of Contents 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. Review From the reviews:"The book consists of 12 chapters. … this is the first monograph on continuous-time Markov decision process. … This is an important book written by leading experts on a mathematically rich topic which has many applications to engineering, business, and biological problems. … scholars and students interested in developing the theory of continuous-time Markov decision Processes or working on their applications should have this book." (E. A. Feinberg, Mathematical Reviews, Issue 2011 b) Long Description Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form. Review Quote From the reviews:The book consists of 12 chapters. … this is the first monograph on continuous-time Markov decision process. … This is an important book written by leading experts on a mathematically rich topic which has many applications to engineering, business, and biological problems. … scholars and students interested in developing the theory of continuous-time Markov decision Processes or working on their applications should have this book. (E. A. Feinberg, Mathematical Reviews, Issue 2011 b) Feature To the best of our knowledge, it is the first book completely devoted to continuous-time Markov Decision Processes It studies continuous-time MDPs allowing unbounded transition rates, which is the case in most applications It is thus distinguished from other books that contain chapters on the continuous-time case Details ISBN3642260721 Author Onésimo Hernández-Lerma Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Series Stochastic Modelling and Applied Probability Year 2012 ISBN-10 3642260721 ISBN-13 9783642260728 Format Paperback Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Subtitle Theory and Applications Place of Publication Berlin Country of Publication Germany Short Title CONTINUOUS-TIME MARKOV DECISIO Language English Media Book Series Number 62 DEWEY 510 Pages 234 Edition 2009th Illustrations XVIII, 234 p. Publication Date 2012-03-14 Edition Description 2009 ed. 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