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Foundations Of Average Cost Nonhomogeneous Controlled Markov Chains
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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 . This book was released on 2021 with total page 0 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.
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 120 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.
Book Synopsis Controlled Markov Chains with Risk-sensitive Average Cost Criterion (PHD). by : Agustin Brau Rojas
Download or read book Controlled Markov Chains with Risk-sensitive Average Cost Criterion (PHD). written by Agustin Brau Rojas and published by . This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 2012-03-16 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.
Book Synopsis Controlled Markov Chains, Graphs and Hamiltonicity by : Jerzy A. Filar
Download or read book Controlled Markov Chains, Graphs and Hamiltonicity written by Jerzy A. Filar and published by Now Publishers Inc. This book was released on 2007 with total page 95 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Controlled Markov Chains, Graphs & Hamiltonicity" summarizes a line of research that maps certain classical problems of discrete mathematics--such as the Hamiltonian cycle and the Traveling Salesman problems--into convex domains where continuum analysis can be carried out. (Mathematics)
Book Synopsis Control of Markov Chains with Long-run Average Cost Criterion by : Vivek Shripad Borkar
Download or read book Control of Markov Chains with Long-run Average Cost Criterion written by Vivek Shripad Borkar and published by . This book was released on 1986 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Finite Markov Processes and Their Applications by : Marius Iosifescu
Download or read book Finite Markov Processes and Their Applications written by Marius Iosifescu and published by Courier Corporation. This book was released on 2014-07-01 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
Download or read book Cont Markov Chains written by Borkar and published by CRC Press. This book was released on 1991-04-30 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a novel treatment of many problems in controlled Markov chains based on occupation measures and convex analysis. Includes a rederivation of many classical results, a general treatment of the ergodic control problems and an extensive study of the asymptotic behavior of the self-tuning adaptive controller and its variant, the Kumar-Becker-Lin scheme. Also includes a novel treatment of some multiobjective control problems, inaccessible to traditional methods. Annotation copyrighted by Book News, Inc., Portland, OR
Download or read book Markov Chains written by D. Revuz and published by Elsevier. This book was released on 2008-07-15 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.
Book Synopsis Average Optimality of Controlled Markov Chains with Strictly Unbounded Costs by : O. Hernandez-Lerma
Download or read book Average Optimality of Controlled Markov Chains with Strictly Unbounded Costs written by O. Hernandez-Lerma and published by . This book was released on 1988 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Chains written by Randal Douc and published by Springer. This book was released on 2018-12-11 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Book Synopsis Discrete-Time Markov Chains by : G. George Yin
Download or read book Discrete-Time Markov Chains written by G. George Yin and published by Springer Science & Business Media. This book was released on 2005-10-04 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve at the same rate. Some of them change rapidly and others vary slowly. The di?erent rates of variations allow us to reduce complexity via decomposition and aggregation. It would be ideal if we could divide a large system into its smallest irreducible subsystems completely separable from one another and treat each subsystem indep- dently. However, this is often infeasible in reality due to various physical constraints and other considerations. Thus, we have to deal with situations in which the systems are only nearly decomposable in the sense that there are weak links among the irreducible subsystems, which dictate the oc- sional regime changes of the system. An e?ective way to treat such near decomposability is time-scale separation. That is, we set up the systems as if there were two time scales, fast vs. slow. xii Preface Followingthetime-scaleseparation,weusesingularperturbationmeth- ology to treat the underlying systems.
Book Synopsis Markov Chains and Decision Processes for Engineers and Managers by : Theodore J. Sheskin
Download or read book Markov Chains and Decision Processes for Engineers and Managers written by Theodore J. Sheskin and published by CRC Press. This book was released on 2016-04-19 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recognized as a powerful tool for dealing with uncertainty, Markov modeling can enhance your ability to analyze complex production and service systems. However, most books on Markov chains or decision processes are often either highly theoretical, with few examples, or highly prescriptive, with little justification for the steps of the algorithms u
Book Synopsis Social Informatics by : Anwitaman Datta
Download or read book Social Informatics written by Anwitaman Datta and published by Springer Science & Business Media. This book was released on 2011-10-12 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the Third International Conference on Social Informatics, SocInfo 2011, held in Singapore in October 2011. The 15 full papers, 8 short papers and 13 posters included in this volume were carefully reviewed and selected from 68 full paper and 13 poster submissions. The papers are organized in topical sections named: network analysis; eGovernance and knowledge management; applications of network analysis; community dynamics; case studies; trust, privacy and security; peer-production.
Book Synopsis Continuous-time Markov Chains and Applications by : George Yin
Download or read book Continuous-time Markov Chains and Applications written by George Yin and published by Springer Verlag. This book was released on 1998 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.
Book Synopsis Continuous-Time Markov Decision Processes by : Alexey Piunovskiy
Download or read book Continuous-Time Markov Decision Processes written by Alexey Piunovskiy and published by Springer Nature. This book was released on 2020-11-09 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies. Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth. The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail. Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.
Book Synopsis Non-homogeneous Markov Chains by : Young Rock Cha
Download or read book Non-homogeneous Markov Chains written by Young Rock Cha and published by . This book was released on 1996 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
