Titolo: Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling, 97)
Editore: Springer
Data di pubblicazione: 2021
Lingua: Inglese
ISBN 10: 3030549895
ISBN 13: 9783030549893
Rilegatura: Brossura
Condizione: New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Alexey Piunovskiy was born in Moscow, USSR, in 1954. He obtained his PhD in 1981 from the Moscow State Institute of Electronics and Mathematics, and his DSc from the Moscow State Institute of Physics and Technology in 2000. Since then he has been at the University of Liverpool, where he is presently a Reader. His research interests include stochastic optimal control and constrained optimization.

Yi Zhang was born in Qingdao, PRC, in 1985. He obtained his PhD in 2010 from the Department of Mathematical Sciences at the University of Liverpool, where he is currently a Lecturer. His research interests include stochastic models in operational research, Markov decision processes and their applications to problems in statistics and optimal control.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

Quality books, speedy shipping, and great customer service! Please note that used items may not include access codes or cards, CD's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

J2B Holdings, LLC
13770 NOEL RD, #803600, Dallas, TX, 75240, U.S.A.

Condizioni di vendita e spedizione

Condizioni di vendita

We guarantee the condition of every book as it's described on the AbeBooks web
sites. Please note that used items may not include access codes or cards, CD's
or other accessories, regardless of what is stated in item title. If you need to
guarantee that these items are included, please purchase a brand new copy.

All requests for refunds and/or returns will be processed in accordance with
AbeBooks policies. If you're dissatisfied with your purchase (Incorrect Book/Not
as Described/Damaged) or if ...

Ulteriori informazioni

Diritto di recesso

Condizioni di spedizione

Books ordered via expedited shipping should arrive between 2 and 7 business days after shipment confirmation. Books ordered via standard shipping should arrive between 4 and 14 business days after shipment confirmation.

Tariffe di spedizione nazionale per U.S.A.

Tariffe di spedizione nazionale per U.S.A.
Quantit� dell?ordine	Da 4 a 10 giorni lavorativi	Da 3 a 6 giorni lavorativi
Primo articolo	EUR 3.40	EUR 5.96

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.