Download or read book Finite State Approximations for Denumerable State Markov Decision Processes the Average Cost Case written by L. C. Thomas and published by . This book was released on 1978 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximation Algorithms for Average Cost Denumerable State Markov Decision Processes written by L. C. Thomas and published by . This book was released on 1983 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximation Algorithms for Average Cost Denumerable State Markov Decision Processes the Policy Space Method written by L. C. Thomas and published by . This book was released on 1980 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximation Schemes for Average Cost Denumerable State Markov Decision Processes the Policy Space Method written by L. C. Thomas and published by . This book was released on 1979 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximations for Denumerable State Infinite Horizon Discounted Markov Decision Processes written by D. J. White and published by . This book was released on 1977 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Algorithms for Average Cost Countable State Markov Decision Processes written by Dimitrios Stengos and published by . This book was released on 1980 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximations for Denumerable State Infinite Horizon Discounted Markov Decision Processes the Method of Successive Approximations written by D. J. White and published by . This book was released on 1978 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite State Approximations for Denumerable State Infinite Horizon Discounted Markov Decision Processes with Unbounded Rewards written by D. J. White and published by . This book was released on 1980 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exact Finite Approximations of Average cost Countable Markov Decision Processes written by Arie Leizarowitch and published by . This book was released on 2007 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Optimality Equations in Multichain Denumerable State Markov Decision Processes with the Average Cost Criterion written by Willem Hendrik Maria Zijm and published by . This book was released on 1982 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Constrained Markov Decision Processes written by Eitan Altman and published by CRC Press. This book was released on 1999-03-30 with total page 260 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. The first part explains the theory for the finite state space. The author characterizes the set of achievable expected occupation measures as well as performance vectors, and identifies simple classes of policies among which optimal policies exist. This allows the reduction of the original dynamic into a linear program. A Lagranian approach is then used to derive the dual linear program using dynamic programming techniques. In the second part, these results are extended to the infinite state space and action spaces. The author provides two frameworks: the case where costs are bounded below and the contracting framework. The third part builds upon the results of the first two parts and examines asymptotical results of the convergence of both the value and the policies in the time horizon and in the discount factor. Finally, several state truncation algorithms that enable the approximation of the solution of the original control problem via finite linear programs are given.
Download or read book Finite Approximations in Discrete Time Stochastic Control written by Naci Saldi and published by Birkhäuser. This book was released on 2018-05-11 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Download or read book The Optimality Equations in Multichain Denumerable State Markov Decision Process with the Average Cost Criterion written by W. H. M. Zijm and published by . This book was released on 1982 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Denumerable State Markov Decision Processes with Unbounded Costs written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1973 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report establishes sufficient conditions for both the existence of stationary optimal policies and the optimality of stationary policies in Markov decision processes with unbounded costs. The otpimization criteria considered are minimum expected discounted cost over an infinite horizon and minimum expected average cost per unit time. Sufficient conditions that one may frequently establish in applications are given for the existence of a stationary optimal policy for both optimization criteria. It is also shown that for both optimization criteria optimal stationary policies are associated with the solution of the usual functional equations that arise in Markov decision processes with bounded costs. With unbounded costs, however, one must place additional constraints on these solutions to assure that the implied stationary policy is optimal. (Author).
Download or read book Finite State Markovian Decision Processes written by Cyrus Derman and published by . This book was released on 1970 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 1998 with total page 828 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Decision Problems with Countable State Spaces written by H. M. Dietz and published by Walter de Gruyter GmbH & Co KG. This book was released on 1984-01-14 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Markov Decision Problems with Countable State Spaces".
