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Turnpike Phenomenon for Markov Decision Processes

Name: Turnpike Phenomenon for Markov Decision Processes
Brand: Springer-Verlag GmbH
SKU: 9783032008534
Price: 19223 HUF
Availability: InStock

Szerző: Alexander J. Zaslavski

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag GmbH

Elérhetőség: Beszállítói készleten

Küldés 8-11 napon belül

19 223 Ft

This book provides a comprehensive examination of the structure of approximate optimal policies in M...

Információk a könyvről

Szerző

Alexander J. Zaslavski

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2025

oldal

144

EAN

9783032008534

ISBN

3032008530

Enbook ID

49083315

Kiadó

Springer-Verlag GmbH

Súly

230

Teljes leírás

This book provides a comprehensive examination of the structure of approximate optimal policies in Markov decision processes (MDPs) with finite state spaces, as well as approximate optimal solutions for deterministic discrete-time optimal control problems. At its core, the monograph delves into the turnpike property, a concept introduced by P. Samuelson, which suggests that optimal solutions are largely determined by the objective function, independent of interval length or endpoint conditions.

Key concepts include the uniqueness and stability of minimizing Markov actions, the existence of overtaking optimal policies, and the asymptotic and weak turnpike properties. The authors meticulously examine these phenomena across various classes of MDPs, employing a Baire category approach to demonstrate the generic nature of these properties. The book also addresses the impact of perturbations on cost functions, ensuring the stability of turnpike properties.

This monograph is an essential resource for researchers and scholars in the fields of operations research, applied mathematics, and control theory. It provides valuable insights into the intricate dynamics of MDPs and optimal control systems, making it a must-read for anyone seeking to deepen their understanding of these complex topics.