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Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

BuchKartoniert, Paperback
120 Seiten
Englisch
Springererschienen am10.09.20201st ed. 2021
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.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR53,49
E-BookPDF1 - PDF WatermarkE-Book
EUR53,49

Produkt

KlappentextUsing 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.
Details
ISBN/GTIN978-3-030-56677-7
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2020
Erscheinungsdatum10.09.2020
Auflage1st ed. 2021
Seiten120 Seiten
SpracheEnglisch
Gewicht210 g
IllustrationenVIII, 120 p. 36 illus., 3 illus. in color.
Artikel-Nr.16249066

Inhalt/Kritik

Inhaltsverzeichnis
Chapter 1. Introduction.- Chapter 2. Confluencity and State Classification.- Chapter 3. Optimization of Average Rewards and Bias: Single Class.- Chapter 4. Optimization of Average Rewards: Multi-Chains.- Chapter 5. The Nth-Bias and Blackwell Optimality.mehr
Kritik
"The book presents a complete and interesting analysis for the optimization of TNHMCs with long-run average performance." (Raúl Montes-de-Oca, Mathematical Reviews, March, 2022)mehr

Schlagworte

Autor

Professor Xi-Ren Cao gained his B.S. in 1967 from the University of Sciences and Technology of China, and his M.S. and Ph.D. from Harvard University, in 1982 and 1984, respectively. He has worked in numerous industrial, teaching, and research positions since then, and is now a Professor Emeritus, The Hong Kong University of Science and Technology. He has acted as an Industry Consultant, was Editor-in-Chief of Discrete Event Dynamic Systems: Theory and Applications for 9 years, and is a Fellow of IFAC and the IEEE. He has published 125 peer-reviewed journal papers, 12 invited book chapters, and four books.