Constrained Markov Decision Processes

Released on by Eitan Altman
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  • Constrained Markov Decision Processes Book Detail

  • Author : Eitan Altman
  • Release Date : 2021-12-17
  • Publisher : Routledge
  • Genre : Mathematics
  • Pages : 256
  • ISBN 13 : 1351458248
  • File Size : 69,69 MB
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Constrained Markov Decision Processes by Eitan Altman PDF Summary

Book Description: This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.

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Constrained Markov Decision Processes

Constrained Markov Decision Processes

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This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single co

Constrained Markov Decision Processes

Constrained Markov Decision Processes

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This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single co

Continuous-Time Markov Decision Processes

Continuous-Time Markov Decision Processes

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Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operation