Chapman and Hall/CRC
256 pages
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 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 Classes of Policies
Equivalent Linear Program
The Dual Program
THE TOTAL COST: DYNAMIC AND LINEAR PROGRAMMING
Non-Constrained Control: Dynamic and Linear Programming
Superharmonic Functions and Linear Programming
Set of Achievable Costs
Constrained Control: Lagrangian Approach
The Dual LP
State Truncation
A Second LP Approach for Optimal Mixed Policies
More on Unbound Costs
THE DISCOUNTED COST
The Equivalent Total Cost Model
Occupation Measure and LP
Non-negative Immediate Cost
Weak Contracting Assumptions and Lyapunov Functions
Example: Flow and Service Control
THE EXPECTED AVERAGE COST
Occupation Measures
Completeness Properties of Stationary Policies
Relation Between Cost and Occupation Measure
Dominating Classes of Policies
Equivalent Linear Program
The Dual Program
The Contracting Framework
Other Conditions for the Uniform Integrability
The Case of Uniform Lyapunov Conditions
EXPECTED AVERAGE COST: DYNAMIC PROGRAMMING AND LP
The Non-Constrained Case: Optimality Inequality
Non-Constrained Control: Cost Bounded Below
Dynamic Programming and Uniform Lyapunov Function
Super-Harmonic Functions and Linear Programming
Set of Achievable Costs
Constrained Control: Lagrangian Approach
The Dual LP
A Second LP Approach for Optimal Mixed Policies
PART THREE: ASYMPTOTIC METHODS AND APPROXIMATIONS
SENSITIVITY ANALYSIS
Introduction
Approximation of the Values
Approximation and Robustness of the Policies
CONVERGENCE OF DISCOUNTED CONSTRAINED MDPS
Convergence in the Discount Factor
Convergence to the Expected Average Cost
The Case of Uniform Lyapunov Function
CONVERGENCE AS THE HORIZON TENDS TO INFINITY
The Discounted Cost
The Expected Average Cost: Stationary Policies
The Expected Average Cost: General Policies
STATE TRUNCATION AND APPROXIMATION
The Approximating sets of States
Scheme I: the Total Cost
Scheme II: the Total Cost
Scheme III: the Total Cost
The Expected Average Cost
Infinite MDPs: on the Number of Randomizations
APPENDIX: CONVERGENCE OF PROBABILITY MEASURES
REFERENCES
LIST OF SYMBOLS AND NOTATION
INDEX
1、本站所有分享材料(数据、资料)均为网友上传,如有侵犯您的任何权利,请您第一时间通过微信(lib99net)、QQ(24661067)、电话(17898078618)联系本站,本站将在24小时内回复您的诉求!谢谢!
2、本站所有商品,除特殊说明外,均为(电子版)Ebook,请购买分享内容前请务必注意。特殊商品有说明实物的,按照说明为准。
1、自动:在上方保障服务中标有自动发货的宝贝,拍下后,将会自动收到来自卖家的宝贝获取(下载)链接;
2、手动:未标有自动发货的的宝贝,拍下后,卖家会收到邮件、短信提醒,也可通过QQ或订单中的电话联系对方。
1、描述:书籍描述(含标题)与实际不一致的(例:描述PDF,实际为epub、缺页少页、版本不符等);
2、链接:部分图书会给出链接,直接链接到官网或者其他站点,以便于提示,如与给出不符等;
3、发货:手动发货书籍,在卖家未发货前,已申请退款的;
4、其他:如质量方面的硬性常规问题等。
注:经核实符合上述任一,均支持退款,但卖家予以积极解决问题则除外。交易中的商品,卖家无法对描述进行修改!
1、在未购买下前,双方在QQ上所商定的内容,亦可成为纠纷评判依据(商定与描述冲突时,商定为准);
2、在宝贝同时有网站演示与图片演示,且站演与图演不一致时,默认按图演作为纠纷评判依据(特别声明或有商定除外);
3、在没有"无任何正当退款依据"的前提下,写有"一旦售出,概不支持退款"等类似的声明,视为无效声明;
4、虽然交易产生纠纷的几率很小,但请尽量保留如聊天记录这样的重要信息,以防产生纠纷时便于网站工作人员介入快速处理。