Dynamic Probabilistic Systems Volume 2 1st Edition by Ronald Howard ISBN 0486458725 978-0486458724

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Product details: 

ISBN 10: 0486458725 

ISBN 13: 978-0486458724

Author: Ronald A. Howard
This book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory.
Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, continues his treatment from Volume I with surveys of the discrete- and continuous-time semi-Markov processes, continuous-time Markov processes, and the optimization procedure of dynamic programming. The final chapter reviews the preceding material, focusing on the decision processes with discussions of decision structure, value and policy iteration, and examples of infinite duration and transient processes. Volume II concludes with an appendix listing the properties of congruent matrix multiplication.

Table of contents: 

1 The Discrete-Time Semi-Markov Process
2 The Formal Model
3 The Interval Transition Probabilities
4 Transform Analysis
5 An Alternate Formulation-Conditional Transition Probabilities
6 Flow Graph Analysis
7 Counting Transitions
8 Entrance and Destination Probabilities
9 Transient Processes
10 Duration
11 First Passage Times
12 State Occupancies
13 The General Discrete-Time Semi-Markov Process
14 Random Starting
15 Basic Markovian Equivalents
16 Conclusion
17 The Continuous-Time Semi-Markov Process
18 The Formal Model
19 The Car Rental Example
20 The Interval Transition Probabilities
21 The Exponential Transform
22 Transform Analysis of the Continuous-Time Semi-Markov Process
23 Alternate Formulations
24 Flow Graph Analysis
25 Counting Transitions
26 Entrance and Destination Probabilities
27 Transient Processes
28 First Passage Times
29 State Occupancies
30 The General Continuous-Time Semi-Markov Process
31 Random Starting
32 The Continuous-Time Renewal Process
33 Conclusion
34 Continuous-Time Markov Processes
35 Defining Relationships
36 Interval Transition Probabilities of the Continuous-Time Markov Process
37 A Continuous-Time Taxicab Problem and Other Examples
38 Flow Graph Analysis
39 Interpretation as Competing Exponential Processes
40 Continuous-Time Birth and Death Processes
41 Transient Processes and First Passage Times
42 The Infinite-State Continuous-Time Markov Process
43 Counting Transitions
44 Processes with Partial Information: Inference
45 The Continuous-Time Chapman-Kolmogorov Equations
46 Conclusion
47 Rewards
48 The Reward Structure for Continuous-Time Processes
49 The Continuous-Time Semi-Markov Reward Process with Discounting
50 The Continuous-Time Semi-Markov Reward Process without Discounting
51 The Car Rental Example Again
52 The Reward Structure for Discrete-Time Processes
53 The Discrete-Time Semi-Markov Reward Process with Discounting
54 The Discrete-Time Semi-Markov Reward Process without Discounting
55 The Discrete-Time Car Rental Example
56 The Effect of Lapsed Time on Expected Rewards
57 Rewards in Transient Processes
58 Concluding Remarks
59 Dynamic Programming
60 The Structure of Sequential Decision Processes
61 The Solution Concepts of Dynamic Programming
62 A Production Scheduling Example
63 An Action-Timing Problem
64 The Dynamic Programming Formalism
65 Multiplicative Rewards
66 Conclusion
67 Semi-Markov Decision Processes
68 The Decision Structure
69 Value Iteration
70 Policy Iteration
71 Policy Iteration with Discounting
72 Policy Iteration in Transient Processes
73 Examples of Infinite Duration Processes
74 Examples of Transient Processes
75 Conclusion
76 Notation
77 Appendix
78 Properties of Congruent Matrix Multiplication
79 References
80 Index

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Tags: Ronald Howard, Dynamic Probabilistic, Systems Volume