MDPs have been applied in many areas, such as communications, signal processing, artificial intelligence, stochastic scheduling and manufacturing systems, discrete event systems, management and economies. This book examines MDPs and their applications in the optimal control of discrete event systems (DESs), optimal replacement, and optimal allocations in sequential online auctions. The book presents three main topics: a new methodology for MDPs with discounted total reward criterion; transformation of continuous-time MDPs and semi-Markov decision processes into a discrete-time MDPs model, thereby simplifying the application of MDPs; application of MDPs in stochastic environments, which greatly extends the area where MDPs can be applied. Each topic is used to study optimal control problems or other types of problems.
Rezensionen / Stimmen
From the reviews:
"Markov decision processes (MDPs) are one of the most comprehensively investigated branches in mathematics. . Very beneficial also are the notes and references at the end of each chapter. . we can recommend the book . for readers who are familiar with Markov decision theory and who are interested in a new approach to modelling, investigating and solving complex stochastic dynamic decision problems." (Peter Köchel, Mathematical Reviews, Issue 2009 c)
Reihe
Auflage
Softcover reprint of hardcover 1st ed. 2008
Sprache
Verlagsort
Zielgruppe
Für Beruf und Forschung
Research
Illustrationen
Maße
Höhe: 244 mm
Breite: 170 mm
Dicke: 18 mm
Gewicht
ISBN-13
978-1-4419-4238-8 (9781441942388)
DOI
10.1007/978-0-387-36951-8
Schweitzer Klassifikation
Discretetimemarkovdecisionprocesses: Total Reward.- Discretetimemarkovdecisionprocesses: Average Criterion.- Continuous Time Markov Decision Processes.- Semi-Markov Decision Processes.- Markovdecisionprocessesinsemi-Markov Environments.- Optimal control of discrete event systems: I.- Optimal control of discrete event systems: II.- Optimal replacement under stochastic Environments.- Optimalal location in sequential online Auctions.
