Foundations of average-cost nonhomogeneous controlled Markov chains /

Foundations of average-cost nonhomogeneous controlled Markov chains /

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Bibliographic Details
Author / Creator:	Cao, Xi-Ren.
Imprint:	Cham, Switzerland : Springer, [2021].
Description:	1 online resource (viii, 120 pages)
Language:	English
Series:	SpringerBriefs in Electrical and Computer Engineering, Control, Automation and Robotics, 2192-6786 SpringerBriefs in electrical and computer engineering. Control, automation and robotics.
Subject:	Markov processes. Markov processes. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12607509

Hidden Bibliographic Details
ISBN:	9783030566784 3030566781 3030566773 9783030566777
Notes:	Includes bibliographical references and index.
Summary:	This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply. This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.
Other form:	Original 3030566773 9783030566777
Standard no.:	10.1007/978-3-030-56678-4

Table of Contents:

Chapter 1. Introduction
Chapter 2. Confluencity and State Classification
Chapter 3. Optimization of Average Rewards and Bias: Single Class
Chapter 4. Optimization of Average Rewards: Multi-Chains
Chapter 5. The Nth-Bias and Blackwell Optimality.