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Adaptive Markov Control Processes (Paperback, Softcover reprint of the original 1st ed. 1989)
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Adaptive Markov Control Processes (Paperback, Softcover reprint of the original 1st ed. 1989)
Series: Applied Mathematical Sciences, 79
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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."
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Applied Mathematical Sciences, 79 |
Release date: |
March 2013 |
First published: |
1989 |
Authors: |
Onesimo Hernandez-Lerma
|
Dimensions: |
235 x 155 x 9mm (L x W x T) |
Format: |
Paperback
|
Pages: |
148 |
Edition: |
Softcover reprint of the original 1st ed. 1989 |
ISBN-13: |
978-1-4612-6454-5 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-4612-6454-5 |
Barcode: |
9781461264545 |
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