Markov processes and controlled Markov chains

>> Google Books

所蔵情報QRコード

Markov processes and controlled Markov chains / edited by Zhenting Hou, Jerzy A. Filar, Anyue Chen

資料種別:

図書

出版情報:

Dordrecht : Kluwer Academic, c2002

形態:

x, 511 p. ; 25 cm

著者名:

ISBN:

9781402008030 [1402008031]

書誌ID:

BA59163032

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Includes bibliographical references.

言語:

英語

目次情報:

Preface

Markov processes / Part I：

Branching exit Markov system and their applications to partial differential equations / E.B. Dynkin1：

Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes / Anyue Chen ; Hanjun Zhang ; Zhenting Hou2：

Identifying Q-processes with a given finite [mu]-invariant measure / P.K. Pollett3：

Convergence property of standard transition functions / Qixiang Mei ; Xiang Lin4：

Markov skeleton processes / Hou Zhenting ; Liu Zaiming ; Zou Jiezhong ; Chen Xuerong5：

Piecewise deterministic Markov processes and semi-dynamic systems / Guoxin Liu6：

Controlled Markov chains and decision processes / Part II：

Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution / J. Adolfo Minjarez-Sosa7：

Controlled Markov chains with utility functions / Seiichi Iwamoto ; Takayuki Ueno ; Toshiharu Fujita8：

Classification problems in MDPs / L.C.M. Kallenberg9：

Optimality conditions for CTMDP with average cost criterion / Xianping Guo ; Weiping Zhu10：

Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion / Rolando Cavazos-Cadena ; Raul Montes-de-Oca11：

Interval methods for uncertain Markov decision processes / Masami Kurano ; Masami Yasuda ; Jun-ichi Nakagami12：

Constrained discounted semi-Markov decision processes / Eugene A. Feinberg13：

Linear program for communicating MDPs with multiple constraints / Jerzy A. Filar14：

Optimal switching problem for Markov chains / A.A. Yushkevich15：

Approximations of a controlled diffusion model for renewable resource exploitation / Sara Pasquali ; Wolfgang J. Runggaldier16：

Stochastic processes and martingales / Part III：

A Fleming-Viot process with unbounded selection, II / S.N. Ethier ; Tokuzo Shiga17：

Boundary theory for superdiffusions / S.E. Kuznetsov18：

On solutions of backward stochastic differential equations with jumps and stochastic control / Situ Rong19：

Doob's inequality and lower estimation of the maximum of martingales / Li Zhichan20：

The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet / Yuan Chenggui21：

Monotonic approximation of the Gittins index / Xikui Wang22：

Applications to finance, control systems and other related fields / Part IV：

Optimal consumption-investment decisions allowing for bankruptcy: A brief survey / Suresh P. Sethi23：

The hedging strategy of an Asian option / Zhaojun Yang ; Jiezhong Zou24：

The pricing of options to exchange one asset for another / Chao Chen25：

Finite horizon portfolio risk models with probability criterion / Yuanlie Lin ; Ke Liu26：

Long term average control of a local time process / Marta S. Mendiondo ; Richard H. Stockbridge27：

Singularly perturbed hybrid control systems approximated by structured linear programs / A. Haurie ; F. Moresino ; J.-P. Vial28：

The effect of stochastic disturbance on the solitary waves / Junping Li ; Weiguo Zhang ; Zaiming Liu29：

Independent candidate for Tierney model of H-M algorithms / Peide Chen30：

How rates of convergence for Gibbs fields depend on the interaction and the kind of scanning used / Yuzhi Cai31：

Expected loss and availability of multistate repairable system / Yubo GE32：

Preface

Markov processes / Part I：

Branching exit Markov system and their applications to partial differential equations / E.B. Dynkin1：

Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes / Anyue Chen ; Hanjun Zhang ; Zhenting Hou2：

Identifying Q-processes with a given finite [mu]-invariant measure / P.K. Pollett3：

Convergence property of standard transition functions / Qixiang Mei ; Xiang Lin4：

続きを見る

東工大ブックレビュー

類似資料:

1 図書 Homogeneous denumerable Markov processes (: us ; : gw) Hou, Chen-tʿing, Kuo, Chʿing-feng Springer-Verlag, Science Press	7 図書 Adaptive Markov control processes (: New York ; : Berlin) Hernández-Lerma, O. (Onésimo) Springer-Verlag
2 図書 Topics in controlled Markov chains (: uk ; : us) Borkar, Vivek S. Longman Scientific & Technical, Wiley	8 図書 Controlled Markov processes (: gw ; : us) Dynkin, E. B. (Evgeniĭ Borisovich), 1924-, I︠U︡shkevich, A. A. (Aleksandr Adolʹfovich), 1930-, Danskin, J. M., … Springer-Verlag
3 図書 From Markov chains to non-equilibrium particle systems Chen, Mu Fa World Scientific	9 図書 Markov chains (U.S. ; G.W.) Freedman, David, 1938- Springer-Verlag
4 図書 Birth and death processes and Markov chains (: gw ; : us ; : cc) Wang, Tzu-kʿun, Yang, Hsiang-chʿün Springer-Verlag, Science Press	10 図書 Markov chains Freedman, David, 1938- Holden-Day
5 学位論文 Markov chains and diffusion processes related to population genetics 岡田, 法雄東京工業大学	11 図書 Markov chains (: ne ; : us) Revuz, D North-Holland Pub. Co., American Elsevier
6 図書 Markov processes and control theory Langer, H., Nollau, Volker, Symposium ISAM 88: Markov Processes and Control Theory (1988 : Gaußig, Germany) Akademie-Verlag	12 図書 Markov chains (: pbk) Freedman, David, 1938- Springer-Verlag