Markov Processes and Controlled Markov Chains
Editor
- Zhenting Hou(Changsha Railway University, Research Department)Jerzy A. Filar(University of South Australia, School of Mathematics)Anyue Chen(University of Greenwich, School of Computing and Mathematical Sciences)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), 2002. "Markov Processes and Controlled Markov Chains," Springer Books, Springer, number 978-1-4613-0265-0, March.
Handle: RePEc:spr:sprbok:978-1-4613-0265-0
DOI: 10.1007/978-1-4613-0265-0
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Book Chapters
The following chapters of this book are listed in IDEAS- E. B. Dynkin, 2002. "Branching Exit Markov System and their Applications to Partial Differential Equations," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 3-13, Springer.
- Anyue Chen & Hanjun Zhang & Zhenting Hou, 2002. "Feller Transition Functions, Resolvent Decomposition Theorems, and their Application in Unstable Denumerable Markov Processes," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 15-39, Springer.
- P. K. Pollett, 2002. "Identifying Q-Processes with a Given Finite µ-Invariant Measure," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 41-55, Springer.
- Hanjun Zhang & Qixiang Mei & Xiang Lin & Zhenting Hou, 2002. "Convergence Property of Standard Transition Functions," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 57-67, Springer.
- Zhenting Hou & Zaiming Liu & Jiezhong Zou & Xuerong Chen, 2002. "Markov Skeleton Processes," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 69-92, Springer.
- Guoxin Liu, 2002. "Piecewise Deterministic Markov Processes and Semi-Dynamic Systems," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 93-107, Springer.
- J. Adolfo Minjárez-Sosa, 2002. "Average Optimality for Adaptive Markov Control Processes with Unbounded Costs and Unknown Disturbance Distribution," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 111-134, Springer.
- Seiichi Iwamoto & Takayuki Ueno & Toshiharu Fujita, 2002. "Controlled Markov Chains with Utility Functions," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 135-149, Springer.
- L. C. M. Kallenberg, 2002. "Classification Problems in MDPs," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 151-165, Springer.
- Xianping Guo & Weiping Zhu, 2002. "Optimality Conditions for CTMDP with Average Cost Criterion," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 167-188, Springer.
- Rolando Cavazos-Cadena & Raúl Montes-de-Oca, 2002. "Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 189-221, Springer.
- Masami Kurano & Masami Yasuda & Jun-ichi Nakagami, 2002. "Interval Methods for Uncertain Markov Decision Processes," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 223-232, Springer.
- Eugene A. Feinberg, 2002. "Constrained Discounted Semi-Markov Decision Processes," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 233-244, Springer.
- Jerzy A. Filar & Xianping Guo, 2002. "Linear Program for Communicating MDPs with Multiple Constraints," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 245-254, Springer.
- A. A. Yushkevich, 2002. "Optimal Switching Problem for Markov Chains," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 255-286, Springer.
- Sara Pasquali & Wolfgang J. Runggaldier, 2002. "Approximations of a Controlled Diffusion Model for Renewable Resource Exploitation," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 287-302, Springer.
- S. N. Ethier & Tokuzo Shiga, 2002. "A Fleming-Viot Process with Unbounded Selection, II," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 305-322, Springer.
- S. E. Kuznetsov, 2002. "Boundary Theory for Superdiffusions," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 323-330, Springer.
- Situ Rong, 2002. "On Solutions of Backward Stochastic Differential Equations with Jumps and Stochastic Control," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 331-340, Springer.
- Li Zhichan, 2002. "Doob’s Inequality and Lower Estimation of The Maximum of Martingales," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 341-349, Springer.
- Yuan Chenggui & Chen Xuerong, 2002. "The Hausdorff Measure of the Level Sets of Brownian Motion on the Sierpinski Carpet," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 351-361, Springer.
- Xikui Wang, 2002. "Monotonic Approximation of the Gittins Index," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 363-367, Springer.
- Suresh P. Sethi, 2002. "Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Brief Survey," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 371-387, Springer.
- Zhaojun Yang & Jiezhong Zou, 2002. "The Hedging Strategy of an Asian Option," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 389-395, Springer.
- Chao Chen & Jiezhong Zou & Zhenting Hou, 2002. "The Pricing of Options to Exchange One Asset for Another," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 397-404, Springer.
- Yuanlie Lin & Jerzy A. Filar & Ke Liu, 2002. "Finite Horizon Portfolio Risk Models with Probability Criterion," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 405-424, Springer.
- Marta S. Mendiondo & Richard H. Stockbridge, 2002. "Long Term Average Control of a Local Time Process," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 425-441, Springer.
- A. Haurie & F. Moresino & J.-P. Vial, 2002. "Singularly Perturbed Hybrid Control Systems Approximated by Structured Linear Programs," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 28, pages 443-463, Springer.
- Junping Li & Zhenting Hou & Zaiming Liu & Weiguo Zhang, 2002. "The Effect of Stochastic Disturbance on the Solitary Waves," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 465-474, Springer.
- Peide Chen, 2002. "Independent Candidate for Tierney Model of H-M Algorithms," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 475-487, Springer.
- Yuzhi Cai, 2002. "How Rates of Convergence for Gibbs Fields Depend on the Interaction and the Kind of Scanning Used," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 489-498, Springer.
- Yubo Ge, 2002. "Expected Loss and Availability of Multistate Repairable System," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 0, pages 499-511, Springer.
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