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The Resource Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource)
Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource)
Resource Information
The item Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.This item is available to borrow from all library branches.
Resource Information
The item Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Oklahoma Libraries.
This item is available to borrow from all library branches.
 Summary
 This book presents the second part of a twovolume 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 HernandezLerma 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 selfcontained 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 perstage 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 controlconstraint 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
 Language

 eng
 eng
 Edition
 1st ed. 1999.
 Extent
 1 online resource (XIII, 277 p.)
 Note
 Bibliographic Level Mode of Issuance: Monograph
 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 wgeometric 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 ACoptimality 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 wgeometrically 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
 Isbn
 9781461205616
 Label
 Further Topics on DiscreteTime Markov Control Processes
 Title
 Further Topics on DiscreteTime Markov Control Processes
 Statement of responsibility
 by Onesimo HernandezLerma, Jean B. Lasserre
 Language

 eng
 eng
 Summary
 This book presents the second part of a twovolume 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 HernandezLerma 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 selfcontained 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 perstage 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 controlconstraint 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
 http://library.link/vocab/creatorName
 HernandezLerma, 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.A1274.9
 QA274274.9
 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 DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource)
 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 wgeometric 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 ACoptimality 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 wgeometrically 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
 10.1007/9781461205616
 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
 (DEHe213)9781461205616
 (MiAaPQ)EBC3073924
 (EXLCZ)993400000000089183
 Label
 Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource)
 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 wgeometric 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 ACoptimality 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 wgeometrically 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
 10.1007/9781461205616
 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
 (DEHe213)9781461205616
 (MiAaPQ)EBC3073924
 (EXLCZ)993400000000089183
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.libraries.ou.edu/portal/FurtherTopicsonDiscreteTimeMarkovControl/mjFXO36JiwQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.libraries.ou.edu/portal/FurtherTopicsonDiscreteTimeMarkovControl/mjFXO36JiwQ/">Further Topics on DiscreteTime Markov Control Processes, by Onesimo HernandezLerma, Jean B. Lasserre, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.libraries.ou.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.libraries.ou.edu/">University of Oklahoma Libraries</a></span></span></span></span></div>