Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies / Alexey Piunovskiy, Yi Zhang ; Foreword by Albert Nikolaevich Shiryaev

• Autore: Piunovskiy, Alexey
• Pubblicazione: Cham, : Springer, 2020
• Titolo uniforme: Continuous-Time Markov Decision Processes
• Descrizione fisica: xxiv, 583 p. : ill. ; 24 cm
• Soggetto topico: 60Jxx - Markov processes [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60Kxx - Special processes [MSC 2020]; 90-XX - Operations research, mathematical programming [MSC 2020]; 90C40 - Markov and semi-Markov decision processes [MSC 2020]
• Soggetto non controllato: Constrained optimality; Continuous-time Markov decision processes; Convex analytic approach; Dynamic Programming; Linear programming; Markov pure jump processes; Occupation measure; Sequential analysis; Statistical decision theory; Stochastic optimal control; Stochastic optimal control problems
• Altri autori: Zhang, Yi
• Persona (resp. second.): Shiryaev, Albert N.
• Titolo autorizzato: Continuous-Time Markov Decision Processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0248873
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-030-54987-9
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 97