Markov Processes and Controlled Markov Chains
Edited by Zhenting Hou,
Jerzy A. Filar and
Anyue Chen
in Springer Books from Springer
Date: 2002
ISBN: 978-1-4613-0265-0
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Chapters in this book:
- Ch 28 Singularly Perturbed Hybrid Control Systems Approximated by Structured Linear Programs
- A. Haurie, F. Moresino and J.-P. Vial
- Ch Chapter 1 Branching Exit Markov System and their Applications to Partial Differential Equations
- E. B. Dynkin
- Ch Chapter 10 Optimality Conditions for CTMDP with Average Cost Criterion
- Xianping Guo and Weiping Zhu
- Ch Chapter 11 Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion
- Rolando Cavazos-Cadena and Raúl Montes- de-Oca
- Ch Chapter 12 Interval Methods for Uncertain Markov Decision Processes
- Masami Kurano, Masami Yasuda and Jun-ichi Nakagami
- Ch Chapter 13 Constrained Discounted Semi-Markov Decision Processes
- Eugene A. Feinberg
- Ch Chapter 14 Linear Program for Communicating MDPs with Multiple Constraints
- Jerzy A. Filar and Xianping Guo
- Ch Chapter 15 Optimal Switching Problem for Markov Chains
- A. A. Yushkevich
- Ch Chapter 16 Approximations of a Controlled Diffusion Model for Renewable Resource Exploitation
- Sara Pasquali and Wolfgang J. Runggaldier
- Ch Chapter 17 A Fleming-Viot Process with Unbounded Selection, II
- S. N. Ethier and Tokuzo Shiga
- Ch Chapter 18 Boundary Theory for Superdiffusions
- S. E. Kuznetsov
- Ch Chapter 19 On Solutions of Backward Stochastic Differential Equations with Jumps and Stochastic Control
- Situ Rong
- Ch Chapter 2 Feller Transition Functions, Resolvent Decomposition Theorems, and their Application in Unstable Denumerable Markov Processes
- Anyue Chen, Hanjun Zhang and Zhenting Hou
- Ch Chapter 20 Doob’s Inequality and Lower Estimation of The Maximum of Martingales
- Li Zhichan
- Ch Chapter 21 The Hausdorff Measure of the Level Sets of Brownian Motion on the Sierpinski Carpet
- Yuan Chenggui and Chen Xuerong
- Ch Chapter 22 Monotonic Approximation of the Gittins Index
- Xikui Wang
- Ch Chapter 23 Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Brief Survey
- Suresh Sethi
- Ch Chapter 24 The Hedging Strategy of an Asian Option
- Zhaojun Yang and Jiezhong Zou
- Ch Chapter 25 The Pricing of Options to Exchange One Asset for Another
- Chao Chen, Jiezhong Zou and Zhenting Hou
- Ch Chapter 26 Finite Horizon Portfolio Risk Models with Probability Criterion
- Yuanlie Lin, Jerzy A. Filar and Ke Liu
- Ch Chapter 27 Long Term Average Control of a Local Time Process
- Marta S. Mendiondo and Richard H. Stockbridge
- Ch Chapter 29 The Effect of Stochastic Disturbance on the Solitary Waves
- Junping Li, Zhenting Hou, Zaiming Liu and Weiguo Zhang
- Ch Chapter 3 Identifying Q-Processes with a Given Finite µ-Invariant Measure
- P. K. Pollett
- Ch Chapter 30 Independent Candidate for Tierney Model of H-M Algorithms
- Peide Chen
- Ch Chapter 31 How Rates of Convergence for Gibbs Fields Depend on the Interaction and the Kind of Scanning Used
- Yuzhi Cai
- Ch Chapter 32 Expected Loss and Availability of Multistate Repairable System
- Yubo Ge
- Ch Chapter 4 Convergence Property of Standard Transition Functions
- Hanjun Zhang, Qixiang Mei, Xiang Lin and Zhenting Hou
- Ch Chapter 5 Markov Skeleton Processes
- Zhenting Hou, Zaiming Liu, Jiezhong Zou and Xuerong Chen
- Ch Chapter 6 Piecewise Deterministic Markov Processes and Semi-Dynamic Systems
- Guoxin Liu
- Ch Chapter 7 Average Optimality for Adaptive Markov Control Processes with Unbounded Costs and Unknown Disturbance Distribution
- J. Adolfo Minjárez-Sosa
- Ch Chapter 8 Controlled Markov Chains with Utility Functions
- Seiichi Iwamoto, Takayuki Ueno and Toshiharu Fujita
- Ch Chapter 9 Classification Problems in MDPs
- L. C. M. Kallenberg
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-1-4613-0265-0
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DOI: 10.1007/978-1-4613-0265-0
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