Cont Markov Chains
Author:   Borkar
Publisher:   Taylor & Francis Ltd
Volume:   240
ISBN:  

9780582068216


Pages:   179
Publication Date:   30 April 1991
Format:   Hardback
Availability:   Out of stock   Availability explained


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Cont Markov Chains


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Overview

This work describes the results and developments of recent work in the area of controlled Markov chains. The topics covered in this book include ergodic control in dynamic programming, adaptive control in the Kumar-Becker-Lin scheme and the discounted cost problem.

Full Product Details

Author:   Borkar
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
Volume:   240
Dimensions:   Width: 21.00cm , Height: 1.10cm , Length: 28.00cm
Weight:   0.353kg
ISBN:  

9780582068216


ISBN 10:   0582068215
Pages:   179
Publication Date:   30 April 1991
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   Out of stock   Availability explained

Table of Contents

Markov chains - a review; controlled Markov chains; the discounted cost problem; finite time control problems; ergodic - existence results; ergodic control - dynamic programming; multiobject control problems; control under partial observations; adaptive control - the raw self-tuner; adaptive control - the Kumar-Becker-Lin scheme; concluding remarks. Appendices: spaces of probability measures.

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Borkar\,

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