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Applied Mathematical Sciences

Adaptive Markov Control Processes

Authors: Hernandez-Lerma, Onesimo

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eBook 67,82 €
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  • ISBN 978-1-4419-8714-3
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Hardcover 103,99 €
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  • ISBN 978-0-387-96966-4
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Softcover 83,19 €
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  • ISBN 978-1-4612-6454-5
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About this book

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 the control actions to the estimated values. We do not intend to describe all aspects of stochastic adaptive control; rather, the selection of material reflects our own research interests. The prerequisite for this book is a knowledgeof real analysis and prob­ ability theory at the level of, say, Ash (1972) or Royden (1968), but no previous knowledge of control or decision processes is required. The pre­ sentation, on the other hand, is meant to beself-contained,in the sensethat whenever a result from analysisor probability is used, it is usually stated in full and references are supplied for further discussion, if necessary. Several appendices are provided for this purpose. The material is divided into six chapters. Chapter 1 contains the basic definitions about the stochastic control problems we are interested in; a brief description of some applications is also provided.

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook 67,82 €
price for Spain (gross)
  • ISBN 978-1-4419-8714-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 103,99 €
price for Spain (gross)
  • ISBN 978-0-387-96966-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 83,19 €
price for Spain (gross)
  • ISBN 978-1-4612-6454-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Adaptive Markov Control Processes
Authors
Series Title
Applied Mathematical Sciences
Series Volume
79
Copyright
1989
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-8714-3
DOI
10.1007/978-1-4419-8714-3
Hardcover ISBN
978-0-387-96966-4
Softcover ISBN
978-1-4612-6454-5
Series ISSN
0066-5452
Edition Number
1
Number of Pages
XIV, 148
Topics