Temat: (discrete-time) Markov control processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Autorzy:: Hernández-Lerma, Onésimo
Vega-Amaya, Oscar
Powiązania:: https://bibliotekanauki.pl/articles/1339029.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: uniform ergodicity
Lyapunov stability conditions
(discrete-time) Markov control processes
Poisson's equation
undiscounted cost criteria
Opis:: We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 2; 153-178
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Average cost Markov control processes with weighted norms: value iteration
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340319.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: average cost optimality equation
strong average optimality
(discrete-time) Markov control processes
long-run average cost
weighted norms
Opis:: This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Average cost Markov control processes with weighted norms: existence of canonical policies
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340317.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discounted cost
average cost optimality equation
long run average cost
(discrete-time) Markov control processes
average cost optimality inequality
weighted norms
Opis:: This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Adaptive control of discrete time Markov processes by the large deviations method
Autorzy:: Duncan, T.
Pasik-Duncan, B.
Stettner, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/1208162.pdf
Data publikacji:: 2000
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discrete time controlled Markov processes
adaptive control
large deviations
Opis:: Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal control after a finite time is almost optimal with probability nearly 1.
Źródło:: Applicationes Mathematicae; 2000, 27, 3; 265-285
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Informacja