Constrained Markov Decision Processes
Author | : Eitan Altman |
Publisher | : Routledge |
Total Pages | : 256 |
Release | : 2021-12-17 |
ISBN-10 | : 9781351458245 |
ISBN-13 | : 1351458248 |
Rating | : 4/5 (248 Downloads) |
Download or read book Constrained Markov Decision Processes written by Eitan Altman and published by Routledge. This book was released on 2021-12-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.