Constrained Markov decision processes. (2021)
- Record Type:
- Book
- Title:
- Constrained Markov decision processes. (2021)
- Main Title:
- Constrained Markov decision processes
- Further Information:
- Note: Eitan Altman.
- Authors:
- Altman, Eitan
- Contents:
- INTRODUCTION; Examples of Constrained Dynamic Control Problems; On Solution Approaches for CMDPs with Expected Costs; Other Types of CMDPs; Cost Criteria and Assumptions; The Convex Analytical Approach and Occupation Measures; Linear Programming and Lagrangian Approach for CMDPs; About the Methodology; The Structure of the Book; PART ONE: FINITE MDPS; MARKOV DECISION PROCESSES; The Model; Cost Criteria and the Constrained Problem; Some Notation; The Dominance of Markov Policies; THE DISCOUNTED COST; Occupation Measure and the Primal LP; Dynamic Programming and Dual LP: the Unconstrained Case; Constrained Control: Lagrangian Approach; The Dual LP; Number of Randomizations; THE EXPECTED AVERAGE COST; Occupation Measure and the Primal LP; Equivalent Linear Program; The Dual Program; Number of Randomizations; FLOW AND SERVICE CONTROL IN A SINGLE-SERVER QUEUE; The Model; The Lagrangian; The Original Constrained Problem; Structure of Randomization and Implementation Issues; On Coordination Between Controllers; Open Questions; PART TWO: INFINITE MDPS; MDPS WITH INFINITE STATE AND ACTION SPACES; The Model; Cost Criteria; Mixed Policies, and Topologic Structures; The Dominance of Markov Policies; Aggregation of States; Extra Randomization in the Policies; Equivalent Quasi-Markov Model and Quasi-Markov Policies; THE TOTAL COST: CLASSIFICATION OF MDPS; Transient and Absorbing MDPs; MDPs With Uniform Lyapunov Functions; Equivalence of MDP With Unbounded and bounded costs; Properties ofINTRODUCTION; Examples of Constrained Dynamic Control Problems; On Solution Approaches for CMDPs with Expected Costs; Other Types of CMDPs; Cost Criteria and Assumptions; The Convex Analytical Approach and Occupation Measures; Linear Programming and Lagrangian Approach for CMDPs; About the Methodology; The Structure of the Book; PART ONE: FINITE MDPS; MARKOV DECISION PROCESSES; The Model; Cost Criteria and the Constrained Problem; Some Notation; The Dominance of Markov Policies; THE DISCOUNTED COST; Occupation Measure and the Primal LP; Dynamic Programming and Dual LP: the Unconstrained Case; Constrained Control: Lagrangian Approach; The Dual LP; Number of Randomizations; THE EXPECTED AVERAGE COST; Occupation Measure and the Primal LP; Equivalent Linear Program; The Dual Program; Number of Randomizations; FLOW AND SERVICE CONTROL IN A SINGLE-SERVER QUEUE; The Model; The Lagrangian; The Original Constrained Problem; Structure of Randomization and Implementation Issues; On Coordination Between Controllers; Open Questions; PART TWO: INFINITE MDPS; MDPS WITH INFINITE STATE AND ACTION SPACES; The Model; Cost Criteria; Mixed Policies, and Topologic Structures; The Dominance of Markov Policies; Aggregation of States; Extra Randomization in the Policies; Equivalent Quasi-Markov Model and Quasi-Markov Policies; THE TOTAL COST: CLASSIFICATION OF MDPS; Transient and Absorbing MDPs; MDPs With Uniform Lyapunov Functions; Equivalence of MDP With Unbounded and bounded costs; Properties of MDPs With Uniform Lyapunov Functions; Properties for Fixed Initial Distribution; Examples of Uniform Lyapunov Functions; Contracting MDPs; THE TOTAL COST: OCCUPATION MEASURES AND THE PRIMAL LP; Occupation Measure; Continuity of Occupation Measures; More Properties of MDPs; Characterization of Achievable Sets of Occupation Measure; Relation Between Cost and Occupation Measure; Dominating … (more)
- Edition:
- 1st
- Publisher Details:
- London : Routledge
- Publication Date:
- 2021
- Extent:
- 1 online resource
- Subjects:
- 519.233
Markov processes
Dynamic programming
Statistical decision - Languages:
- English
- ISBNs:
- 9781351458238
- Related ISBNs:
- 9781351458245
9781315140223 - Notes:
- Note: Description based on CIP data; resource not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.663029
- Ingest File:
- 08_012.xml