Accretive Operators and Markov Decision Processes

Accretive Operators and Markov Decision Processes

The dynamic programming functional equation for an abstract, continuous parameter, Markov decision process is shown to involve an operator which is m-accretive, thus giving rise to a nonlinear semigroup, called the Bellman semigroup. A class of controls is specified for which the maximum expected re...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 5(1980), 3, Seite 444-459
1. Verfasser: Pliska, Stanley R. (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1980
Zugriff auf das übergeordnete Werk:Mathematics of Operations Research
Schlagworte:Dynamic programming Markov decision theory Bellman equation Accretive operators Stochastic control Nonlinear semigroups Philosophy Mathematics Applied sciences Behavioral sciences Physical sciences
LEADER 01000caa a22002652 4500
001 JST056877412
003 DE-627
005 20240622025837.0
007 cr uuu---uuuuu
008 150324s1980 xx |||||o 00| ||eng c
035 |a (DE-627)JST056877412 
035 |a (JST)3689450 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
084 |a 90C40  |2 MSC 
084 |a 93E20  |2 MSC 
084 |a 47D05  |2 MSC 
084 |a 47H05  |2 MSC 
084 |a 47H15  |2 MSC 
084 |a 49A25  |2 MSC 
084 |a 29C15  |2 MSC 
084 |a 60J25  |2 MSC 
100 1 |a Pliska, Stanley R.  |e verfasserin  |4 aut 
245 1 0 |a Accretive Operators and Markov Decision Processes 
264 1 |c 1980 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
520 |a The dynamic programming functional equation for an abstract, continuous parameter, Markov decision process is shown to involve an operator which is m-accretive, thus giving rise to a nonlinear semigroup, called the Bellman semigroup. A class of controls is specified for which the maximum expected reward over a finite planning horizon is given by this semigroup. This theory is applied to controlled jump, diffusion, and storage processes. 
540 |a Copyright 1980 The Institute of Management Sciences 
650 4 |a Dynamic programming 
650 4 |a Markov decision theory 
650 4 |a Bellman equation 
650 4 |a Accretive operators 
650 4 |a Stochastic control 
650 4 |a Nonlinear semigroups 
650 4 |a Philosophy  |x Logic  |x Logical topics  |x Formal logic  |x Mathematical logic  |x Mathematical set theory  |x Mathematical sets  |x Semigroups 
650 4 |a Mathematics  |x Pure mathematics  |x Probability theory  |x Random variables  |x Stochastic processes  |x Markov processes 
650 4 |a Mathematics  |x Applied mathematics  |x Statistics  |x Applied statistics  |x Statistical physics  |x Dimensional analysis  |x Dimensionality  |x Abstract spaces  |x Topological spaces  |x Metric spaces  |x Separable spaces  |x Banach space 
650 4 |a Mathematics 
650 4 |a Applied sciences  |x Computer science  |x Computer programming  |x Mathematical programming  |x Dynamic programming 
650 4 |a Applied sciences  |x Engineering  |x Control engineering  |x Control systems  |x Automatic control  |x Optimal control 
650 4 |a Mathematics  |x Pure mathematics  |x Calculus  |x Differential calculus  |x Differential equations 
650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Decision theory 
650 4 |a Mathematics  |x Pure mathematics  |x Calculus  |x Differential calculus  |x Differential equations  |x Cauchy problem 
650 4 |a Physical sciences  |x Physics  |x Theoretical physics  |x Relativity  |x Relativistic theory  |x General relativity  |x Evolution equations  |x Nonlinear evolution equations 
655 4 |a research-article 
773 0 8 |i Enthalten in  |t Mathematics of Operations Research  |d Institute for Operations Research and the Management Sciences  |g 5(1980), 3, Seite 444-459  |w (DE-627)320435318  |w (DE-600)2004273-5  |x 15265471  |7 nnns 
773 1 8 |g volume:5  |g year:1980  |g number:3  |g pages:444-459 
856 4 0 |u https://www.jstor.org/stable/3689450  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_JST 
912 |a GBV_ILN_11 
912 |a GBV_ILN_20 
912 |a GBV_ILN_22 
912 |a GBV_ILN_23 
912 |a GBV_ILN_24 
912 |a GBV_ILN_31 
912 |a GBV_ILN_32 
912 |a GBV_ILN_39 
912 |a GBV_ILN_40 
912 |a GBV_ILN_60 
912 |a GBV_ILN_62 
912 |a GBV_ILN_63 
912 |a GBV_ILN_65 
912 |a GBV_ILN_69 
912 |a GBV_ILN_70 
912 |a GBV_ILN_90 
912 |a GBV_ILN_95 
912 |a GBV_ILN_100 
912 |a GBV_ILN_110 
912 |a GBV_ILN_120 
912 |a GBV_ILN_152 
912 |a GBV_ILN_187 
912 |a GBV_ILN_224 
912 |a GBV_ILN_285 
912 |a GBV_ILN_374 
912 |a GBV_ILN_702 
912 |a GBV_ILN_2001 
912 |a GBV_ILN_2003 
912 |a GBV_ILN_2005 
912 |a GBV_ILN_2006 
912 |a GBV_ILN_2007 
912 |a GBV_ILN_2008 
912 |a GBV_ILN_2009 
912 |a GBV_ILN_2010 
912 |a GBV_ILN_2011 
912 |a GBV_ILN_2014 
912 |a GBV_ILN_2015 
912 |a GBV_ILN_2018 
912 |a GBV_ILN_2020 
912 |a GBV_ILN_2021 
912 |a GBV_ILN_2026 
912 |a GBV_ILN_2027 
912 |a GBV_ILN_2034 
912 |a GBV_ILN_2044 
912 |a GBV_ILN_2048 
912 |a GBV_ILN_2050 
912 |a GBV_ILN_2055 
912 |a GBV_ILN_2056 
912 |a GBV_ILN_2057 
912 |a GBV_ILN_2059 
912 |a GBV_ILN_2061 
912 |a GBV_ILN_2065 
912 |a GBV_ILN_2068 
912 |a GBV_ILN_2088 
912 |a GBV_ILN_2106 
912 |a GBV_ILN_2107 
912 |a GBV_ILN_2108 
912 |a GBV_ILN_2110 
912 |a GBV_ILN_2111 
912 |a GBV_ILN_2112 
912 |a GBV_ILN_2113 
912 |a GBV_ILN_2118 
912 |a GBV_ILN_2122 
912 |a GBV_ILN_2129 
912 |a GBV_ILN_2143 
912 |a GBV_ILN_2147 
912 |a GBV_ILN_2148 
912 |a GBV_ILN_2152 
912 |a GBV_ILN_2153 
912 |a GBV_ILN_2190 
912 |a GBV_ILN_2232 
912 |a GBV_ILN_2472 
912 |a GBV_ILN_2938 
912 |a GBV_ILN_2941 
912 |a GBV_ILN_2947 
912 |a GBV_ILN_2949 
912 |a GBV_ILN_2950 
912 |a GBV_ILN_4012 
912 |a GBV_ILN_4035 
912 |a GBV_ILN_4037 
912 |a GBV_ILN_4046 
912 |a GBV_ILN_4112 
912 |a GBV_ILN_4125 
912 |a GBV_ILN_4126 
912 |a GBV_ILN_4242 
912 |a GBV_ILN_4246 
912 |a GBV_ILN_4249 
912 |a GBV_ILN_4251 
912 |a GBV_ILN_4305 
912 |a GBV_ILN_4306 
912 |a GBV_ILN_4307 
912 |a GBV_ILN_4313 
912 |a GBV_ILN_4322 
912 |a GBV_ILN_4323 
912 |a GBV_ILN_4324 
912 |a GBV_ILN_4325 
912 |a GBV_ILN_4326 
912 |a GBV_ILN_4335 
912 |a GBV_ILN_4346 
912 |a GBV_ILN_4392 
912 |a GBV_ILN_4393 
912 |a GBV_ILN_4700 
951 |a AR 
952 |d 5  |j 1980  |e 3  |h 444-459