Adaptive Markov control processes / O. Hernández-Lerma

Auteur: Hernández-Lerma, Onésimo (1946-) - AuteurType de document: Livre numériqueCollection: Applied mathematical sciences ; 79Langue: anglaisÉditeur: Berlin : Springer, 1989 ISBN: 0387969667 Note: The purpose of this book is to present some recent developments on the theory of adaptive controlled Markov processes (CMP's) - also known as Markov decision processes or Markov dynamic programs -, 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. (Zentralblatt) Sujets MSC: 90C40 Operations research, mathematical programming -- Mathematical programming -- Markov and semi-Markov decision processes
60Jxx Probability theory and stochastic processes -- Markov processes
93C40 Systems theory; control -- Control systems -- Adaptive control
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The purpose of this book is to present some recent developments on the theory of adaptive controlled Markov processes (CMP's) - also known as Markov decision processes or Markov dynamic programs -, 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. (Zentralblatt)

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