Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies

by Alexey Piunovskiy and Yi Zhang

This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.

Three major methods of investigations are presented, based on dynamic programming, linear programming,...

• Format: Hardcover
• Language: English
• ISBN: 3030549860
• ISBN13: 9783030549862
• Release Date: November 2020
• Publisher: Springer
• Length: 583 Pages
• Weight: 2.25 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"