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Markov decision processes: discrete stochastic dynamic programming by Martin L. Puterman

• Markov decision processes: discrete stochastic dynamic programming
• Martin L. Puterman
• Page: 666
• Format: pdf, ePub, mobi, fb2
• ISBN: 9780471619772
• Publisher: Wiley-Interscience

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Download books as pdfs Markov decision processes: discrete stochastic dynamic programming (English Edition)

Overview

An up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. Concentrates on infinite-horizon discrete-time models. Discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models. Also covers modified policy iteration, multichain models with average reward criterion and sensitive optimality. Features a wealth of figures which illustrate examples and an extensive bibliography.

From the Publisher

An up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. Concentrates on infinite-horizon discrete-time models. Discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models. Also covers modified policy iteration, multichain models with average reward criterion and sensitive optimality. Features a wealth of figures which illustrate examples and an extensive bibliography.

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