Estimation And Optimal Control For Constrained Markov Chains

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Constrained Markov Decision Processes

Author : Eitan Altman
Publisher : Routledge
ISBN 13 : 1351458248
Total Pages : 256 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Constrained Markov Decision Processes by : Eitan Altman

Download or read book Constrained Markov Decision Processes written by Eitan Altman and published by Routledge. This book was released on 2021-12-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.

Stochastic Differential Systems, Stochastic Control Theory and Applications

Author : Wendell Fleming
Publisher : Springer Science & Business Media
ISBN 13 : 1461387620
Total Pages : 601 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Stochastic Differential Systems, Stochastic Control Theory and Applications by : Wendell Fleming

Download or read book Stochastic Differential Systems, Stochastic Control Theory and Applications written by Wendell Fleming and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.

XIV. Symposium on Operations Research

Author : Ulrich Rieder
Publisher :
ISBN 13 :
Total Pages : 634 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis XIV. Symposium on Operations Research by : Ulrich Rieder

Download or read book XIV. Symposium on Operations Research written by Ulrich Rieder and published by . This book was released on 1990 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Optimal Control

Author : A. E. Bryson
Publisher : Routledge
ISBN 13 : 1351465929
Total Pages : 496 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Applied Optimal Control by : A. E. Bryson

Download or read book Applied Optimal Control written by A. E. Bryson and published by Routledge. This book was released on 2018-05-04 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.

Self-Learning Control of Finite Markov Chains

Author : A.S. Poznyak
Publisher : CRC Press
ISBN 13 : 1482273276
Total Pages : 315 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Self-Learning Control of Finite Markov Chains by : A.S. Poznyak

Download or read book Self-Learning Control of Finite Markov Chains written by A.S. Poznyak and published by CRC Press. This book was released on 2018-10-03 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a number of new and potentially useful self-learning (adaptive) control algorithms and theoretical as well as practical results for both unconstrained and constrained finite Markov chains-efficiently processing new information by adjusting the control strategies directly or indirectly.

SIAM Journal on Control and Optimization

Author : Society for Industrial and Applied Mathematics
Publisher :
ISBN 13 :
Total Pages : 1200 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics

Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2008 with total page 1200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advanced Wireless Networks

Author : Savo G. Glisic
Publisher : John Wiley & Sons
ISBN 13 : 111909688X
Total Pages : 864 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Advanced Wireless Networks by : Savo G. Glisic

Download or read book Advanced Wireless Networks written by Savo G. Glisic and published by John Wiley & Sons. This book was released on 2016-07-22 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition of this popular reference covers enabling technologies for building up 5G wireless networks. Due to extensive research and complexity of the incoming solutions for the next generation of wireless networks it is anticipated that the industry will select a subset of these results and leave some advanced technologies to be implemented later,. This new edition presents a carefully chosen combination of the candidate network architectures and the required tools for their analysis. Due to the complexity of the technology, the discussion on 5G will be extensive and it will be difficult to reach consensus on the new global standard. The discussion will have to include the vendors, operators, regulators as well as the research and academic community in the field. Having a comprehensive book will help many participants to join actively the discussion and make meaningful contribution to shaping the new standard.

Scientific and Technical Aerospace Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 892 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:

College of Engineering

Author : University of Michigan. College of Engineering
Publisher : UM Libraries
ISBN 13 :
Total Pages : 1094 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis College of Engineering by : University of Michigan. College of Engineering

Download or read book College of Engineering written by University of Michigan. College of Engineering and published by UM Libraries. This book was released on 1974 with total page 1094 pages. Available in PDF, EPUB and Kindle. Book excerpt:

University of Michigan Official Publication

Author : University of Michigan
Publisher : UM Libraries
ISBN 13 :
Total Pages : 1068 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis University of Michigan Official Publication by : University of Michigan

Download or read book University of Michigan Official Publication written by University of Michigan and published by UM Libraries. This book was released on 1976 with total page 1068 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each number is the catalogue of a specific school or college of the University.

Analysis and Control of Nonlinear Systems

Author : Christopher I. Byrnes
Publisher : North Holland
ISBN 13 :
Total Pages : 620 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Analysis and Control of Nonlinear Systems by : Christopher I. Byrnes

Download or read book Analysis and Control of Nonlinear Systems written by Christopher I. Byrnes and published by North Holland. This book was released on 1988 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Author : Samuel N Cohen
Publisher : World Scientific
ISBN 13 : 9814483915
Total Pages : 605 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott by : Samuel N Cohen

Download or read book Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen and published by World Scientific. This book was released on 2012-08-10 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Applied Optimal Control

Author : A. E. Bryson
Publisher : CRC Press
ISBN 13 : 9780891162285
Total Pages : 500 pages
Book Rating : 4.1/5 (622 download)

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Book Synopsis Applied Optimal Control by : A. E. Bryson

Download or read book Applied Optimal Control written by A. E. Bryson and published by CRC Press. This book was released on 1975-01-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it “a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.”

Optimal Control of Random Sequences in Problems with Constraints

Author : A.B. Piunovskiy
Publisher : Springer Science & Business Media
ISBN 13 : 9401155089
Total Pages : 355 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Optimal Control of Random Sequences in Problems with Constraints by : A.B. Piunovskiy

Download or read book Optimal Control of Random Sequences in Problems with Constraints written by A.B. Piunovskiy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf'stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap plied mathematics and in the control theory of complex systf'ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics.

Stochastic Teams, Games, and Control under Information Constraints

Author : Serdar Yüksel
Publisher : Springer Nature
ISBN 13 : 3031540719
Total Pages : 935 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Stochastic Teams, Games, and Control under Information Constraints by : Serdar Yüksel

Download or read book Stochastic Teams, Games, and Control under Information Constraints written by Serdar Yüksel and published by Springer Nature. This book was released on with total page 935 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bibliography of Scientific and Industrial Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 922 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Bibliography of Scientific and Industrial Reports by :

Download or read book Bibliography of Scientific and Industrial Reports written by and published by . This book was released on 1970 with total page 922 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

Author : Xi-Ren Cao
Publisher : Springer Nature
ISBN 13 : 3030566781
Total Pages : 128 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains by : Xi-Ren Cao

Download or read book Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains written by Xi-Ren Cao and published by Springer Nature. This book was released on 2020-09-09 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply. This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.