連続時間マルコフ決定過程
Continuous-Time Markov Decision Processes
Borel Space Models and General Control Strategies
Probability Theory and Stochastic Modelling
Piunovskiy, Alexey
Zhang, Yi
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New in softcover. Hardcover was published in 2020. This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields.