TY - BOOK ID - 66185214 TI - Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies AU - Piunovskiy, Alexey AU - Zhang, Yi AU - Shiryaev, Albert Nikolaevich PY - 2020 SN - 3030549879 3030549860 PB - Cham : Springer International Publishing : Imprint: Springer, DB - UniCat KW - Probabilities. KW - StatisticsĀ . KW - System theory. KW - Mathematical optimization. KW - Probability Theory and Stochastic Processes. KW - Statistics and Computing/Statistics Programs. KW - Systems Theory, Control. KW - Optimization. KW - Optimization (Mathematics) KW - Optimization techniques KW - Optimization theory KW - Systems optimization KW - Mathematical analysis KW - Maxima and minima KW - Operations research KW - Simulation methods KW - System analysis KW - Systems, Theory of KW - Systems science KW - Science KW - Statistical analysis KW - Statistical data KW - Statistical methods KW - Statistical science KW - Mathematics KW - Econometrics KW - Probability KW - Statistical inference KW - Combinations KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Philosophy KW - Markov processes. KW - Discrete-time systems. KW - DES (System analysis) KW - Discrete event systems KW - Sampled-data systems KW - Digital control systems KW - Discrete mathematics KW - Linear time invariant systems KW - Analysis, Markov KW - Chains, Markov KW - Markoff processes KW - Markov analysis KW - Markov chains KW - Markov models KW - Models, Markov KW - Processes, Markov KW - Stochastic processes KW - Control theory. KW - Probability Theory. KW - Statistics and Computing. KW - Systems Theory, Control . KW - Data processing. KW - Dynamics KW - Machine theory UR - https://www.unicat.be/uniCat?func=search&query=sysid:66185214 AB - This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies. Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth. The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail. Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable. . ER -