Continuous-Time Markov Decision Processes: Theory and Applications

By Xianping Guo

Book Overview

and Summary.- Continuous-Time Markov Decision Processes.- Average Optimality for Finite Models.- Discount Optimality for Nonnegative Costs.- Average Optimality for Nonnegative Costs.- Discount Optimality for Unbounded Rewards.- Average Optimality for Unbounded Rewards.- Average Optimality for Pathwise Rewards.- Advanced Optimality Criteria.- Variance Minimization.- Constrained Optimality for Discount Criteria.- Constrained Optimality for Average Criteria.

• Format: Paperback
• Language: English
• ISBN: 3642260721
• ISBN13: 9783642260728
• Release Date: March 2012
• Publisher: Springer
• Length: 234 Pages
• Weight: 0.79 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"