Discrete Time Markov Control Process

Further Topics on Discrete-Time Markov Control Processes by Onesimo Hernandez-Lerma  eBooks & eLearning

Posted by tanas.olesya at July 9, 2015
Further Topics on Discrete-Time Markov Control Processes by Onesimo Hernandez-Lerma

Further Topics on Discrete-Time Markov Control Processes (Stochastic Modelling and Applied Probability) by Onesimo Hernandez-Lerma
English | Oct 12, 1999 | ISBN: 1461268184 | 285 Pages | PDF | 4 MB

Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces.

Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications  eBooks & eLearning

Posted by step778 at Feb. 14, 2017
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications

George Yin, Qing Zhang, "Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications"
2004 | pages: 354 | ISBN: 038721948X | PDF | 2,2 mb
Applications of Discrete-time Markov Chains and Poisson Processes to Air Pollution Modeling and Studies [Repost]

Eliane Regina Rodrigues, Jorge Alberto Achcar - Applications of Discrete-time Markov Chains and Poisson Processes to Air Pollution Modeling and Studies
Published: 2012-08-30 | ISBN: 1461446449 | PDF | 107 pages | 1.35 MB
Discrete-Time Markov Jump Linear Systems (Probability and Its Applications) by O.L.V. Costa

Discrete-Time Markov Jump Linear Systems (Probability and Its Applications) by O.L.V. Costa
English | Dec 17, 2004 | ISBN: 1852337613 | 286 Pages | PDF | 5 MB

This will be the most up-to-date book in the area. This book takes a new slant and is in discrete rather than continuous time

Discrete-Time Optimal Control and Games on Large Intervals  eBooks & eLearning

Posted by nebulae at April 5, 2017
Discrete-Time Optimal Control and Games on Large Intervals

Alexander J. Zaslavski, "Discrete-Time Optimal Control and Games on Large Intervals"
English | ISBN: 3319529315 | 2017 | 398 pages | PDF | 4 MB

Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems  eBooks & eLearning

Posted by enmoys at May 12, 2016
Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems

Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems By Alexander J. Zaslavski
2014 | 120 Pages | ISBN: 3319080334 | PDF | 1 MB
Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic... (repost)

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Probability Theory and Stochastic Modelling) by Pierre Carpentier and Jean-Philippe Chancelier
English | 2015 | ISBN-10: 3319181378 | 362 pages | pdf | 6 mb
Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach (repost)

Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by David González-Sánchez and Onésimo Hernández-Lerma
English | 2013 | ISBN-10: 3319010581 | 81 pages | PDF | 0,8 MB

There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems.
Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach (repost)

Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by David González-Sánchez and Onésimo Hernández-Lerma
English | 2013 | ISBN-10: 3319010581 | 81 pages | PDF | 0,8 MB

There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems.
Applications of Discrete-time Markov Chains and Poisson Processes to Air Pollution Modeling and Studies (Repost)

Applications of Discrete-time Markov Chains and Poisson Processes to Air Pollution Modeling and Studies By Eliane Regina Rodrigues, Jorge Alberto Achcar
2012 | 117 Pages | ISBN: 1461446449 | PDF | 4 MB