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 constraints and the realizability of strategies. Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with ...
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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 constraints and the realizability of strategies. Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth. The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail. Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.
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Add this copy of Continuous-Time Markov Decision Processes: Borel Space to cart. $84.34, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2021 by Springer Nature Switzerland AG.
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New. Contains: Illustrations, black & white, Illustrations, color. Probability Theory and Stochastic Modelling . XXIV, 583 p. 10 illus., 3 illus. in color. Intended for professional and scholarly audience.
Add this copy of Continuous-Time Markov Decision Processes: Borel Space to cart. $84.34, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2020 by Springer.
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New. Sewn binding. Cloth over boards. 583 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color. Probability Theory and Stochastic Modelling, 97.
Add this copy of Continuous-Time Markov Decision Processes: Borel Space to cart. $138.18, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2020 by Springer.
