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Adaptive Markov Control Processes
Onesimo Hernandez-Lerma
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Description for Adaptive Markov Control Processes
hardcover. Series: Applied Mathematical Sciences. Num Pages: 162 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 11. Weight in Grams: 930.
This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been developed. The purpose of this book is to present some recent developments on the theory of adaptive CMP's, i. e. , CMP's that depend on unknown parameters. Thus at each decision time, the controller or decision-maker must estimate the true parameter values, and then adapt ... Read more
This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs. Starting in the mid-1950swith Richard Bellman, many contributions to CMP's have been made, and applications to engineering, statistics and operations research, among other areas, have also been developed. The purpose of this book is to present some recent developments on the theory of adaptive CMP's, i. e. , CMP's that depend on unknown parameters. Thus at each decision time, the controller or decision-maker must estimate the true parameter values, and then adapt ... Read more
Product Details
Format
Hardback
Publication date
1989
Publisher
Springer United States
Number of pages
162
Condition
New
Series
Applied Mathematical Sciences
Number of Pages
148
Place of Publication
New York, NY, United States
ISBN
9780387969664
SKU
V9780387969664
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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