Continuous-time Markov decision processes : Borel space models and general control strategies / Alexey Piunovskiy, Yi Zhang ; foreword by Albert Nikolaevich Shiryaev.

This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constra...

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Bibliographic Details
Main Authors:	Piunovskiy, A. B. (Author), Zhang, Yi (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, [2020]
Series:	Probability theory and stochastic modelling ; v. 97.
Subjects:	Markov processes. Probabilities. Statistics. System theory. Mathematical optimization. probability. statistics. Optimización matemática Markov, Procesos de Markov processes Mathematical optimization Probabilities Statistics System theory
Online Access:	Click for online access

Table of Contents:

Foreword
Preface
Description of CTMDPs and Preliminaries
Selected Properties of Controlled Processes
The Discounted Cost Model
Reduction to DTMDP: The Total Cost Model
The Average Cost Model
The Total Cost Model: General Case
Gradual-Impulsive Control Models
Appendices: Miscellaneous Results.-Relevant Definitions and Facts
Definitions and Facts about Discrete-Time Markov Decision Processes
Bibliography
Index
Notation.

Continuous-time Markov decision processes : Borel space models and general control strategies / Alexey Piunovskiy, Yi Zhang ; foreword by Albert Nikolaevich Shiryaev.

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