The Resource Further Topics on Discrete-Time Markov Control Processes, by Onesimo Hernandez-Lerma, Jean B. Lasserre, (electronic resource)

Further Topics on Discrete-Time Markov Control Processes, by Onesimo Hernandez-Lerma, Jean B. Lasserre, (electronic resource)

Label
Further Topics on Discrete-Time Markov Control Processes
Title
Further Topics on Discrete-Time Markov Control Processes
Statement of responsibility
by Onesimo Hernandez-Lerma, Jean B. Lasserre
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
This book presents the second part of a two-volume series devoted to a sys­ tematic exposition of some recent developments in the theory of discrete­ time Markov control processes (MCPs). As in the first part, hereafter re­ ferred to as "Volume I" (see Hernandez-Lerma and Lasserre [1]), interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. However, an important feature of the present volume is that it is essentially self-contained and can be read independently of Volume I. The reason for this independence is that even though both volumes deal with similar classes of MCPs, the assumptions on the control models are usually different. For instance, Volume I deals only with nonnegative cost­ per-stage functions, whereas in the present volume we allow cost functions to take positive or negative values, as needed in some applications. Thus, many results in Volume Ion, say, discounted or average cost problems are not applicable to the models considered here. On the other hand, we now consider control models that typically re­ quire more restrictive classes of control-constraint sets and/or transition laws. This loss of generality is, of course, deliberate because it allows us to obtain more "precise" results. For example, in a very general context, in §4
Member of
http://library.link/vocab/creatorName
Hernandez-Lerma, Onesimo
Dewey number
519.2/33
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • SAbDfBuINjk
  • x32gBvGbMmU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Lasserre, Jean B.
Series statement
Stochastic Modelling and Applied Probability,
Series volume
42
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Further Topics on Discrete-Time Markov Control Processes, by Onesimo Hernandez-Lerma, Jean B. Lasserre, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
7 Ergodicity and Poisson’s Equation -- 7.1 Introduction -- 7.2 Weighted norms and signed kernels -- 7.3 Recurrence concepts -- 7.4 Examples on w-geometric ergodicity -- 7.5 Poisson’s equation -- 8 Discounted Dynamic Programming with Weighted Norms -- 8.1 Introduction -- 8.2 The control model and control policies -- 8.3 The optimality equation -- 8.4 Further analysis of value iteration -- 8.5 The weakly continuous case -- 8.6 Examples -- 8.7 Further remarks -- 9 The Expected Total Cost Criterion -- 9.1 Introduction -- 9.2 Preliminaries -- 9.3 The expected total cost -- 9.4 Occupation measures -- 9.5 The optimality equation -- 9.6 The transient case -- 10 Undiscounted Cost Criteria -- 10.1 Introduction -- 10.2 Preliminaries -- 10.3 From AC-optimality to undiscounted criteria -- 10.4 Proof of Theorem 10.3.1 -- 10.5 Proof of Theorem 10.3.6 -- 10.6 Proof of Theorem 10.3.7 -- 10.7 Proof of Theorem 10.3.10 -- 10.8 Proof of Theorem 10.3.11 -- 10.9 Examples -- 11 Sample Path Average Cost -- 11.1 Introduction -- 11.2 Preliminaries -- 11.3 The w-geometrically ergodic case -- 11.4 Strictly unbounded costs -- 11.5 Examples -- 12 The Linear Programming Approach -- 12.1 Introduction -- 12.2 Preliminaries -- 12.3 Linear programs for the AC problem -- 12.4 Approximating sequences and strong duality -- 12.5 Finite LP approximations -- 12.6 Proof of Theorems 12.5.3, 12.5.5, 12.5.7 -- References -- Abbreviations -- Glossary of notation
Dimensions
unknown
Edition
1st ed. 1999.
Extent
1 online resource (XIII, 277 p.)
File format
multiple file formats
Form of item
online
Isbn
9781461205616
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4612-0561-6
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3400000000089183
  • (SSID)ssj0000806389
  • (PQKBManifestationID)12388900
  • (PQKBTitleCode)TC0000806389
  • (PQKBWorkID)10746953
  • (PQKB)11279909
  • (SSID)ssj0001296821
  • (PQKBManifestationID)11986952
  • (PQKBTitleCode)TC0001296821
  • (PQKBWorkID)11353585
  • (PQKB)11520170
  • (DE-He213)978-1-4612-0561-6
  • (MiAaPQ)EBC3073924
  • (EXLCZ)993400000000089183
Label
Further Topics on Discrete-Time Markov Control Processes, by Onesimo Hernandez-Lerma, Jean B. Lasserre, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
7 Ergodicity and Poisson’s Equation -- 7.1 Introduction -- 7.2 Weighted norms and signed kernels -- 7.3 Recurrence concepts -- 7.4 Examples on w-geometric ergodicity -- 7.5 Poisson’s equation -- 8 Discounted Dynamic Programming with Weighted Norms -- 8.1 Introduction -- 8.2 The control model and control policies -- 8.3 The optimality equation -- 8.4 Further analysis of value iteration -- 8.5 The weakly continuous case -- 8.6 Examples -- 8.7 Further remarks -- 9 The Expected Total Cost Criterion -- 9.1 Introduction -- 9.2 Preliminaries -- 9.3 The expected total cost -- 9.4 Occupation measures -- 9.5 The optimality equation -- 9.6 The transient case -- 10 Undiscounted Cost Criteria -- 10.1 Introduction -- 10.2 Preliminaries -- 10.3 From AC-optimality to undiscounted criteria -- 10.4 Proof of Theorem 10.3.1 -- 10.5 Proof of Theorem 10.3.6 -- 10.6 Proof of Theorem 10.3.7 -- 10.7 Proof of Theorem 10.3.10 -- 10.8 Proof of Theorem 10.3.11 -- 10.9 Examples -- 11 Sample Path Average Cost -- 11.1 Introduction -- 11.2 Preliminaries -- 11.3 The w-geometrically ergodic case -- 11.4 Strictly unbounded costs -- 11.5 Examples -- 12 The Linear Programming Approach -- 12.1 Introduction -- 12.2 Preliminaries -- 12.3 Linear programs for the AC problem -- 12.4 Approximating sequences and strong duality -- 12.5 Finite LP approximations -- 12.6 Proof of Theorems 12.5.3, 12.5.5, 12.5.7 -- References -- Abbreviations -- Glossary of notation
Dimensions
unknown
Edition
1st ed. 1999.
Extent
1 online resource (XIII, 277 p.)
File format
multiple file formats
Form of item
online
Isbn
9781461205616
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4612-0561-6
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3400000000089183
  • (SSID)ssj0000806389
  • (PQKBManifestationID)12388900
  • (PQKBTitleCode)TC0000806389
  • (PQKBWorkID)10746953
  • (PQKB)11279909
  • (SSID)ssj0001296821
  • (PQKBManifestationID)11986952
  • (PQKBTitleCode)TC0001296821
  • (PQKBWorkID)11353585
  • (PQKB)11520170
  • (DE-He213)978-1-4612-0561-6
  • (MiAaPQ)EBC3073924
  • (EXLCZ)993400000000089183

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