Ebooks for the Classroom+Faculty

Constrained Markov Decision Processes
ISBN: 9781315140223
Platform/Publisher: Taylor & Francis / Routledge
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited
Subjects: Engineering & Technology; Mathematics & Statistics for Engineers;

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction.
The book is then divided into three sections that build upon each other.