Adaptive Markov Control Processes

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Adaptive Markov Control Processes

Author : Onesimo Hernandez-Lerma
Publisher : Springer Science & Business Media
ISBN 13 : 1441987142
Total Pages : 160 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Adaptive Markov Control Processes by : Onesimo Hernandez-Lerma

Download or read book Adaptive Markov Control Processes written by Onesimo Hernandez-Lerma and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 used, it is usually stated in full and references are supplied for further discussion, if necessary. Several appendices are provided for this purpose. The material is divided into six chapters. Chapter 1 contains the basic definitions about the stochastic control problems we are interested in; a brief description of some applications is also provided.

Adaptive Markov Control Processes

Author : Onésimo Hernández-Lerma
Publisher :
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Adaptive Markov Control Processes by : Onésimo Hernández-Lerma

Download or read book Adaptive Markov Control Processes written by Onésimo Hernández-Lerma and published by . This book was released on 1989 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Adaptive Markov Control Processes

Author : Onésimo Hernández-Hernández
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (122 download)

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Book Synopsis Adaptive Markov Control Processes by : Onésimo Hernández-Hernández

Download or read book Adaptive Markov Control Processes written by Onésimo Hernández-Hernández and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Discrete-Time Markov Control Processes

Author : Onesimo Hernandez-Lerma
Publisher : Springer Science & Business Media
ISBN 13 : 1461207290
Total Pages : 223 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Discrete-Time Markov Control Processes by : Onesimo Hernandez-Lerma

Download or read book Discrete-Time Markov Control Processes written by Onesimo Hernandez-Lerma and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro grams; sometimes, particularly when the state space is a countable set, they are also called Markov decision (or controlled Markov) chains. Regardless of the name used, MCPs appear in many fields, for example, engineering, economics, operations research, statistics, renewable and nonrenewable re source management, (control of) epidemics, etc. However, most of the lit erature (say, at least 90%) is concentrated on MCPs for which (a) the state space is a countable set, and/or (b) the costs-per-stage are bounded, and/or (c) the control constraint sets are compact. But curiously enough, the most widely used control model in engineering and economics--namely the LQ (Linear system/Quadratic cost) model-satisfies none of these conditions. Moreover, when dealing with "partially observable" systems) a standard approach is to transform them into equivalent "completely observable" sys tems in a larger state space (in fact, a space of probability measures), which is uncountable even if the original state process is finite-valued.

Further Topics on Discrete-Time Markov Control Processes

Author : Onesimo Hernandez-Lerma
Publisher : Springer Science & Business Media
ISBN 13 : 1461205611
Total Pages : 286 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Further Topics on Discrete-Time Markov Control Processes by : Onesimo Hernandez-Lerma

Download or read book Further Topics on Discrete-Time Markov Control Processes written by Onesimo Hernandez-Lerma and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work, an important feature of this volume is that it is self-contained and can thus be read independently of the first. The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations research, and management science.

Mathematics of Adaptive Control Processes

Author : Sidney J. Yakowitz
Publisher : Elsevier Publishing Company
ISBN 13 :
Total Pages : 186 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Mathematics of Adaptive Control Processes by : Sidney J. Yakowitz

Download or read book Mathematics of Adaptive Control Processes written by Sidney J. Yakowitz and published by Elsevier Publishing Company. This book was released on 1969 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Theory of Adaptive Control

Author : Vladimir Grigor?evich Sragovich
Publisher : World Scientific
ISBN 13 : 9812563717
Total Pages : 490 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis Mathematical Theory of Adaptive Control by : Vladimir Grigor?evich Sragovich

Download or read book Mathematical Theory of Adaptive Control written by Vladimir Grigor?evich Sragovich and published by World Scientific. This book was released on 2006 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of adaptive control is concerned with construction of strategies so that the controlled system behaves in a desirable way, without assuming the complete knowledge of the system. The models considered in this comprehensive book are of Markovian type. Both partial observation and partial information cases are analyzed. While the book focuses on discrete time models, continuous time ones are considered in the final chapter. The book provides a novel perspective by summarizing results on adaptive control obtained in the Soviet Union, which are not well known in the West. Comments on the interplay between the Russian and Western methods are also included.

A Unified Approach to Adaptive Control of Average Reward Markov Decision Processes

Author : G. Hübner
Publisher :
ISBN 13 :
Total Pages : 13 pages
Book Rating : 4.:/5 (46 download)

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Book Synopsis A Unified Approach to Adaptive Control of Average Reward Markov Decision Processes by : G. Hübner

Download or read book A Unified Approach to Adaptive Control of Average Reward Markov Decision Processes written by G. Hübner and published by . This book was released on 1987 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Processes and Controlled Markov Chains

Author : Zhenting Hou
Publisher : Springer Science & Business Media
ISBN 13 : 146130265X
Total Pages : 501 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Markov Processes and Controlled Markov Chains by : Zhenting Hou

Download or read book Markov Processes and Controlled Markov Chains written by Zhenting Hou and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.

Markov Processes in Adaptive Control

Author : D. Longley
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (54 download)

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Book Synopsis Markov Processes in Adaptive Control by : D. Longley

Download or read book Markov Processes in Adaptive Control written by D. Longley and published by . This book was released on 1967 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation and Adaptive Control of Span-contracting Markov Decision Processes

Author : G. Hübner
Publisher :
ISBN 13 :
Total Pages : 9 pages
Book Rating : 4.:/5 (46 download)

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Book Synopsis Estimation and Adaptive Control of Span-contracting Markov Decision Processes by : G. Hübner

Download or read book Estimation and Adaptive Control of Span-contracting Markov Decision Processes written by G. Hübner and published by . This book was released on 1989 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recursive Adaptive Control of Average Markov Decision Processes

Author : R. Cavazos-Cadena
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Recursive Adaptive Control of Average Markov Decision Processes by : R. Cavazos-Cadena

Download or read book Recursive Adaptive Control of Average Markov Decision Processes written by R. Cavazos-Cadena and published by . This book was released on 1989 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Decision Processes with Their Applications

Author : Qiying Hu
Publisher : Springer Science & Business Media
ISBN 13 : 0387369511
Total Pages : 305 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Markov Decision Processes with Their Applications by : Qiying Hu

Download or read book Markov Decision Processes with Their Applications written by Qiying Hu and published by Springer Science & Business Media. This book was released on 2007-09-14 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution

Author : J. Adolfo Minjárez-Sosa
Publisher : Springer Nature
ISBN 13 : 3030357201
Total Pages : 129 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution by : J. Adolfo Minjárez-Sosa

Download or read book Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution written by J. Adolfo Minjárez-Sosa and published by Springer Nature. This book was released on 2020-01-27 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications.

Stochastic Systems

Author : P. R. Kumar
Publisher : SIAM
ISBN 13 : 1611974267
Total Pages : 371 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Stochastic Systems by : P. R. Kumar

Download or read book Stochastic Systems written by P. R. Kumar and published by SIAM. This book was released on 2015-12-15 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?

Mathematical Theory of Adaptive Control

Author : Vladimir G. Sragovich
Publisher : World Scientific
ISBN 13 : 9812701036
Total Pages : 490 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Mathematical Theory of Adaptive Control by : Vladimir G. Sragovich

Download or read book Mathematical Theory of Adaptive Control written by Vladimir G. Sragovich and published by World Scientific. This book was released on 2006 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of adaptive control is concerned with construction of strategies so that the controlled system behaves in a desirable way, without assuming the complete knowledge of the system. The models considered in this comprehensive book are of Markovian type. Both partial observation and partial information cases are analyzed. While the book focuses on discrete time models, continuous time ones are considered in the final chapter. The book provides a novel perspective by summarizing results on adaptive control obtained in the Soviet Union, which are not well known in the West. Comments on the interplay between the Russian and Western methods are also included.

Selected Topics on Continuous-time Controlled Markov Chains and Markov Games

Author : Tomas Prieto-Rumeau
Publisher : World Scientific
ISBN 13 : 1848168497
Total Pages : 292 pages
Book Rating : 4.8/5 (481 download)

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Book Synopsis Selected Topics on Continuous-time Controlled Markov Chains and Markov Games by : Tomas Prieto-Rumeau

Download or read book Selected Topics on Continuous-time Controlled Markov Chains and Markov Games written by Tomas Prieto-Rumeau and published by World Scientific. This book was released on 2012 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas. An extensive, self-contained, up-to-date analysis of basic optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown. This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.