Continuous-Time Markov Decision Processes
Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies (Probability Theory and Stochastic Modelling Book 97)
by Alexey Piunovskiy
English | 2020 | ISBN: 3030549860 | 607 Pages | EPUB | 62 MB
by Alexey Piunovskiy
English | 2020 | ISBN: 3030549860 | 607 Pages | EPUB | 62 MB
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.