Adaptive Markov Control Processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1989
|
| Series: | Applied Mathematical Sciences
79 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XIV, 148 p) |
| ISBN: | 9781441987143 9781461264545 |
| ISSN: | 0066-5452 |
| DOI: | 10.1007/978-1-4419-8714-3 |
Staff View
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| indexdate | 2024-07-10T01:21:04Z |
| institution | BVB |
| isbn | 9781441987143 9781461264545 |
| issn | 0066-5452 |
| language | English |
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| spelling | Hernández-Lerma, O. Verfasser aut Adaptive Markov Control Processes by O. Hernández-Lerma New York, NY Springer New York 1989 1 Online-Ressource (XIV, 148 p) txt rdacontent c rdamedia cr rdacarrier Applied Mathematical Sciences 79 0066-5452 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Gesteuerter Markov-Prozess (DE-588)4157165-4 gnd rswk-swf Adaptivregelung (DE-588)4000457-0 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Gesteuerter Markov-Prozess (DE-588)4157165-4 s Adaptivregelung (DE-588)4000457-0 s 1\p DE-604 Markov-Prozess (DE-588)4134948-9 s 2\p DE-604 https://doi.org/10.1007/978-1-4419-8714-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hernández-Lerma, O. Adaptive Markov Control Processes Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Gesteuerter Markov-Prozess (DE-588)4157165-4 gnd Adaptivregelung (DE-588)4000457-0 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4157165-4 (DE-588)4000457-0 (DE-588)4134948-9 |
| title | Adaptive Markov Control Processes |
| title_auth | Adaptive Markov Control Processes |
| title_exact_search | Adaptive Markov Control Processes |
| title_full | Adaptive Markov Control Processes by O. Hernández-Lerma |
| title_fullStr | Adaptive Markov Control Processes by O. Hernández-Lerma |
| title_full_unstemmed | Adaptive Markov Control Processes by O. Hernández-Lerma |
| title_short | Adaptive Markov Control Processes |
| title_sort | adaptive markov control processes |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Gesteuerter Markov-Prozess (DE-588)4157165-4 gnd Adaptivregelung (DE-588)4000457-0 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Gesteuerter Markov-Prozess Adaptivregelung Markov-Prozess |
| url | https://doi.org/10.1007/978-1-4419-8714-3 |
| work_keys_str_mv | AT hernandezlermao adaptivemarkovcontrolprocesses |