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Titlebook: Adaptive Markov Control Processes; O. Hernández-Lerma Book 1989 Springer Science+Business Media New York 1989 Estimator.Markov decision pr

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期刊全稱Adaptive Markov Control Processes
影響因子2023O. Hernández-Lerma
視頻videohttp://file.papertrans.cn/145/144689/144689.mp4
學(xué)科分類Applied Mathematical Sciences
圖書封面Titlebook: Adaptive Markov Control Processes;  O. Hernández-Lerma Book 1989 Springer Science+Business Media New York 1989 Estimator.Markov decision pr
影響因子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 use
Pindex Book 1989
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