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http://hdl.handle.net/20.500.12984/7688
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DC Field | Value | Language |
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dc.contributor.author | MARTÍNEZ GARCÍA, EDGAR EVERARDO | - |
dc.creator | MARTÍNEZ GARCÍA, EDGAR EVERARDO;-MAGE891127HCHRRD00 | - |
dc.date.issued | 2021-07 | - |
dc.identifier.isbn | 2210683 | - |
dc.identifier.uri | http://hdl.handle.net/20.500.12984/7688 | - |
dc.description | Tesis de maestría en ciencias matemáticas | - |
dc.description.abstract | Three elements are needed to define an optimal control problem (OCP): (1) a decision or control model; (2) a set of admissible control policies, and (3) a performance index. So, the OCP is to find a control policy that minimizes the performance index. We can classify the OCPs in a variety of ways, for instance: deterministic or stochastic; continuous or discrete time; finite or infinite horizon; discounted or average cost performance index; with partial or complete state-system information, among others. In this work we focus on the study of OCPs considering partially observable discrete-time stochastic systems, under a discounted optimality criterion, but unlike the standard case, we assume random discount factors. | - |
dc.description.sponsorship | Universidad de Sonora. División de Ciencias Exactas y Naturales, 2021 | - |
dc.format | Acrobat PDF | - |
dc.language | Inglés | - |
dc.language.iso | eng | - |
dc.publisher | MARTÍNEZ GARCÍA, EDGAR EVERARDO | - |
dc.rights | openAccess | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0 | - |
dc.subject.classification | PROCESOS DE MARKOV | - |
dc.subject.lcc | QA274.7.M37 | - |
dc.subject.lcsh | Procesos de Markov | - |
dc.subject.lcsh | Optimización matemática | - |
dc.title | Partially observable Markov control models with random discount factors | - |
dc.type | Tesis de maestría | - |
dc.contributor.director | MINJÁREZ SOSA, JESUS ADOLFO; 15176 | - |
dc.degree.department | Programa de Posgrado en Matemáticas | - |
dc.degree.discipline | CIENCIAS FÍSICO MATEMÁTICAS Y CIENCIAS DE LA TIERRA | - |
dc.degree.grantor | Universidad de Sonora. Campus Hermosillo | - |
dc.degree.level | Maestría | - |
dc.degree.name | Maestría en ciencias matemáticas | - |
dc.identificator | 120806 | - |
dc.type.cti | masterThesis | - |
Appears in Collections: | Maestría |
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martinezgarciaedgareverardom.pdf | 692.81 kB | Adobe PDF | ![]() View/Open |
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