Download or read book Semi markov Decision Processes with Denumerable State Space Unbounded One step Costs and the Average Cost Criterion written by Henk C. Tijms and published by . This book was released on 1981 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Semi Markov Decision Processes with Denumerable State Space Unbounded One step Costs and the Average Cost Criterion written by Hendrik Cornelis Tijms and published by . This book was released on 1979 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Denumerable State Semi Markov Decision Processes with Unbounded Costs Average Cost Criterion written by Awi Federgruen and published by . This book was released on 1978 with total page 21 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 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 Scientific and Technical Aerospace Reports written by and published by . This book was released on 1980 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Download or read book TIMS ORSA Bulletin written by Institute of Management Sciences and published by . This book was released on 1979 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1981 with total page 1422 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".

Download or read book Mathematics of Operations Research written by and published by . This book was released on 1984 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Discrete Time Markov Control Processes written by Onesimo Hernandez-Lerma and published by Springer. This book was released on 2012-09-30 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro grams; sometimes, particularly when the state space is a countable set, they are also called Markov decision (or controlled Markov) chains. Regardless of the name used, MCPs appear in many fields, for example, engineering, economics, operations research, statistics, renewable and nonrenewable re source management, (control of) epidemics, etc. However, most of the lit erature (say, at least 90%) is concentrated on MCPs for which (a) the state space is a countable set, and/or (b) the costs-per-stage are bounded, and/or (c) the control constraint sets are compact. But curiously enough, the most widely used control model in engineering and economics--namely the LQ (Linear system/Quadratic cost) model-satisfies none of these conditions. Moreover, when dealing with "partially observable" systems) a standard approach is to transform them into equivalent "completely observable" sys tems in a larger state space (in fact, a space of probability measures), which is uncountable even if the original state process is finite-valued.

Download or read book Continuous Time Markov Decision Processes written by Xianping Guo and published by Springer Science & Business Media. This book was released on 2009-09-18 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form.

Download or read book Government Reports Announcements Index written by and published by . This book was released on 1980 with total page 1000 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 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 Markov Decision Problems with Countable State Spaces written by Hans Michael Dietz and published by . This book was released on 1983 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Denumerable State Markovian Decision Processes Average Cost Criterion written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1966 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markovian decision processes with a countable number of states and average cost criterion are considered. Counterexamples are presented to show that optimal control rules need not exist or if they do exist they may not be of a deterministic stationary Markovian character. Conditions are presented under which optimal rules do exist and are stationary deterministic. Further conditions are presented under which a policy improvement procedure converges to an optimal rule. (Author).