Research Catalog

Title

Self-learning control of finite Markov chains / A.S. Poznyak, K. Najim, E. Gómez-Ramirez.

Author

Poznyak, Alexander S.

Publication

New York : Marcel Dekker, [2000], ©2000.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Najim, K.
• Gomez-Ramirez, E., 1968-

Description

xiii, 298 pages : illustrations; 27 cm.

Summary

• "This rigorously focused reference/text presents a number of new and potentially useful self-learning (adaptive) control algorithms and theoretical as well as practical results for both unconstrained and constrained finite Markov chains - efficiently processing new information by adjusting control strategies directly or indirectly.".
• "Featuring highly practical MATLAB programs for instruction and elaboration of key concepts, Self-Learning Control of Finite Markov Chains is a versatile reference for electrical, electronics, control, and software engineers; mathematicians; statisticians; and economists involved in stochastic games; and an invaluable text for upper-level undergraduate and graduate students in these disciplines."--BOOK JACKET.

Series Statement

Control engineering ; 4

Uniform Title

Control engineering (Marcel Dekker, Inc.) ; 4.

Subject

• Markov processes
• Stochastic control theory

Bibliography (note)

• Includes bibliographical references and index.

Contents

1. Controlled Markov Chains -- I. Unconstrained Markov Chains. 2. Lagrange Multipliers Approach. 3. Penalty Function Approach. 4. Projection Gradient Method -- II. Constrained Markov Chains. 5. Lagrange Multipliers Approach. 6. Penalty Function Approach. 7. Nonregular Markov Chains. 8. Practical Aspects.

ISBN

082479429X (alk. paper)

LCCN

99048719

OCLC

• ocm42463158
• SCSB-3828651

Owning Institutions

Columbia University Libraries