Constrained Markov Decision Processes

Constrained Markov Decision Processes
Author :
Publisher : Routledge
Total Pages : 256
Release :
ISBN-10 : 9781351458245
ISBN-13 : 1351458248
Rating : 4/5 (248 Downloads)

Book Synopsis Constrained Markov Decision Processes by : Eitan Altman

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.


Constrained Markov Decision Processes Related Books

Constrained Markov Decision Processes
Language: en
Pages: 256
Authors: Eitan Altman
Categories: Mathematics
Type: BOOK - Published: 2021-12-17 - Publisher: Routledge

DOWNLOAD EBOOK

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 co
Constrained Markov Decision Processes
Language: en
Pages: 260
Authors: Eitan Altman
Categories: Mathematics
Type: BOOK - Published: 1999-03-30 - Publisher: CRC Press

DOWNLOAD EBOOK

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 co
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Language: en
Pages: 605
Authors: Samuel N Cohen
Categories: Mathematics
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

DOWNLOAD EBOOK

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Continuous-Time Markov Decision Processes
Language: en
Pages: 240
Authors: Xianping Guo
Categories: Mathematics
Type: BOOK - Published: 2009-09-18 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operation
Examples in Markov Decision Processes
Language: en
Pages: 308
Authors: A. B. Piunovskiy
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

DOWNLOAD EBOOK

This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the