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Continuous-Time Markov Decision Processes

Name: Continuous-Time Markov Decision Processes
Brand: Springer, Berlin
SKU: 01649993
Price: 124.74 EUR
Availability: InStock
Author: Xianping Guo
ISBN: 9783642025464

Theory and Applications

Xianping Guo

Onesimo Hernandez-Lerma

Language

English

Book Hardback

Libristo code: 01649993

Publishers Springer, Berlin, October 2009

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used f... Full description

Libristo code: 01649993

302 b

124.74 €

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Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form.