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

Markov decision processes: discrete stochastic dynamic programming



Download Markov decision processes: discrete stochastic dynamic programming




Markov decision processes: discrete stochastic dynamic programming Martin L. Puterman
Language: English
Page: 666
Format: pdf
ISBN: 0471619779, 9780471619772
Publisher: Wiley-Interscience

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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