Overview

Full Product Details

Author:   Eitan Altman (INRIA, Valbonne, Cedex, France) ,  Shaler Stidham Jr. (University of North Carolina, Chapel Hill, USA) ,  Marco Scarsini (University of Torino, Torino, Italy) ,  Moshe Shaked (University of Arizona, Tucson, Arizona, USA)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Volume:   7
Dimensions:   Width: 15.20cm , Height: 1.90cm , Length: 22.90cm
Weight:   0.520kg
ISBN:  

9780849303821

ISBN 10:   0849303826
Pages:   256
Publication Date:   30 March 1999
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

INTRODUCTION Examples of Constrained Dynamic Control Problems On Solution Approaches for CMDPs with Expected Costs Other Types of CMDPs Cost Criteria and Assumptions The Convex Analytical Approach and Occupation Measures Linear Programming and Lagrangian Approach for CMDPs About the Methodology The Structure of the Book PART ONE: FINITE MDPS MARKOV DECISION PROCESSES The Model Cost Criteria and the Constrained Problem Some Notation The Dominance of Markov Policies THE DISCOUNTED COST Occupation Measure and the Primal LP Dynamic Programming and Dual LP: the Unconstrained Case Constrained Control: Lagrangian Approach The Dual LP Number of Randomizations THE EXPECTED AVERAGE COST Occupation Measure and the Primal LP Equivalent Linear Program The Dual Program Number of Randomizations FLOW AND SERVICE CONTROL IN A SINGLE-SERVER QUEUE The Model The Lagrangian The Original Constrained Problem Structure of Randomization and Implementation Issues On Coordination Between Controllers Open Questions PART TWO: INFINITE MDPS MDPS WITH INFINITE STATE AND ACTION SPACES The Model Cost Criteria Mixed Policies, and Topologic Structures The Dominance of Markov Policies Aggregation of States Extra Randomization in the Policies Equivalent Quasi-Markov Model and Quasi-Markov Policies THE TOTAL COST: CLASSIFICATION OF MDPS Transient and Absorbing MDPs MDPs With Uniform Lyapunov Functions Equivalence of MDP With Unbounded and bounded costs Properties of MDPs With Uniform Lyapunov Functions Properties for Fixed Initial Distribution Examples of Uniform Lyapunov Functions Contracting MDPs THE TOTAL COST: OCCUPATION MEASURES AND THE PRIMAL LP Occupation Measure Continuity of Occupation Measures More Properties of MDPs Characterization of Achievable Sets of Occupation Measure Relation Between Cost and Occupation Measure Dominating

Reviews

an outstanding addition to the MDPs literature and it complements. tstanding addition to the MDPs literature and it complements.

Author Information

Altman, Eitan

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions