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Produktbild: Markov Processes and Controlled Markov Chains

Markov Processes and Controlled Markov Chains

Fr. 138.00

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

17.09.2011

Abbildungen

X, 512 p.

Herausgeber

Zhenting Hou + weitere

Verlag

Springer Us

Seitenzahl

512

Maße (L/B/H)

24/16/2.9 cm

Gewicht

828 g

Auflage

2002

Sprache

Englisch

ISBN

978-1-4613-7968-3

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

17.09.2011

Abbildungen

X, 512 p.

Herausgeber

Verlag

Springer Us

Seitenzahl

512

Maße (L/B/H)

24/16/2.9 cm

Gewicht

828 g

Auflage

2002

Sprache

Englisch

ISBN

978-1-4613-7968-3

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Markov Processes and Controlled Markov Chains
  • I Markov processes.- 1 Branching exit Markov system and their applications to partial differential equations.- 2 Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes.- 3 Identifying Q-processes with a given finite ?-invariant measure.- 4 Convergence property of standard transition functions.- 5 Markov skeleton processes.- 6 Piecewise deterministic Markov processes and semi-dynamic Systems.- II Controlled Markov chains and decision processes.- 7 Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution.- 8 Controlled Markov chains with utility functions.- 9 Classification problems in MDPs.- 10 Optimality conditions for CTMDP with average cost criterion.- 11 Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion.- 12 Interval methods for uncertain Markov decision processes.- 13 Constrained discounted semi-Markov decision processes.- 14 Linear program for communicating MDPs with multiple constraints.- 15 Optimal switching problem for Markov chains.- 16 Approximations of a controlled diffusion model for renewable resource exploitation.- III Stochastic processes and martingales.- 17 A Fleming-Viot process with unbounded selection, II.- 18 Boundary theory for superdiffusions.- 19 On solutions of backward stochastic differential equations with jumps and stochastic control.- 20 Doob’s inequality and lower estimation of the maximum of martingales.- 21 The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet.- 22 Monotonic approximation of the Gittins index.- IV Applications to finance, control systems and other related fields.- 23 Optimalconsumption-investment decisions allowing for bankruptcy: A brief survey.- 24 The hedging strategy of an Asian option.- 25 The pricing of options to exchange one asset for another.- 26 Finite horizon portfolio risk models with probability criterion.- 27 Long term average control of a local time process.- 28 Singularly perturbed hybrid control systems approximated by structured linear programs.- 29 The effect of stochastic disturbance on the solitary waves.- 30 Independent candidate for Tierney model of H-M algorithms.- 31 How rates of convergence for Gibbs fields depend on the interaction and the kind of scanning used.- 32 Expected loss and availability of multistate repairable system.