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Markov processes and controlled Markov chains

Author: Zhenting Hou; Jerzy A Filar; Anyue Chen
Publisher: Dordrecht : Kluwer Academic Publishers, [2002] ©2002
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov  Read more...


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Genre/Form: Electronic books
Conference papers and proceedings
Additional Physical Format: Print version:
International Workshop on Markov Processes and Controlled Markov Chains (1999 : Changsha, Hunan Sheng, China).
Markov processes and controlled Markov chains
(DLC) 2002030027
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Zhenting Hou; Jerzy A Filar; Anyue Chen
ISBN: 9781461302650 146130265X
OCLC Number: 889240270
Description: 1 online resource (x, 511 pages) : illustrations
Contents: Preface. Part I: Markov processes. 1. Branching exit Markov system and their applications to partial differential equations; E.B. Dynkin. 2. Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes; A. Chen, et al. 3. Identifying Q-processes with a given finite mu-invariant measure; P.K. Pollett. 4. Convergence property of standard transition functions; H. Zhang, et al. 5. Markov skeleton processes; H. Zhenting, et al. 6. Piecewise deterministic Markov processes and semi-dynamic systems; G. Liu. Part II: Controlled Markov chains and decision processes. 7. Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution; J.A. Minjarez-Sosa. 8. Controlled Markov chains with utility functions; S. Iwamoto, et al. 9. Classification problems in MDPs; L.C.M. Kallenberg. 10. Optimality conditions for CTMDP with average cost criterion; X. Guo, W. Zhu. 11. Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion; R. Cavazos-Cadena, R. Montes-de-Oca. 12. Interval methods for uncertain Markov decision processes; M. Kurano, et al. 13. Constrained discounted semi-Markov decision processes; E.A. Feinberg. 14. Linear program for communication MDPs with multiple constraints; J.A. Filar, X. Guo. 15. Optimal switching problem for Markov chains; A.A. Yushkevich. 16.Approximations of a controlled diffusion model for renewable resource exploitation; S. Pasquali, W.J. Runggaldier. Part III: Stochastic processes and martingales. 17. A Fleming-Viot process with unbounded selection, II; S.N. Ethier, T. Shiga. 18. Boundary theory for superdiffusions; S.E. Kuznetsov. 19. On solutions of backward stochastic differential equations with jumps and stochastic control; S. Rong. 20. Doob's inequality and lower estimation of the maximum of martingales; L. Zhichan. 21. The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet; Y. Chenggui, C. Xuerong. 22. Monotonic approximation of the Gittins index; X. Wang. Part IV: Applications to finance, control systems an other related fields. 23. Optimal consumption-investment decisions allowing for bankruptcy: A brief survey; S.P. Sethi. 24. The hedging strategy of an Asian option; Z. Yang, J. Zou. 25. The pricing of options to exchange one asset for another; C. Chen, et al. 26. Finite horizon portfolio risk models with probability criterion; Y. Lin, et al. 27. Long term average control of a local time process; M.S. Mendiondo, R.H. Stockbridge. 28. Singularly perturbed hybrid control systems approximated by structured linear programs; A. Haurie, et al. 29. The effect of stochastic disturbance on the solitary waves; J. Li, et al. 30. Independent candidate for Tierney model of H-M algorithms; P. Chen. 31. How rates of convergence for Gibbs fields depend on the interaction and the kinds of scanning used;
Responsibility: edited by Zhenting Hou, Jerzy A. Filar, and Anyue Chen.


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