Published Year: 1994
Page count: 666
File Size: 26 MB
Language: English
Published by: Wiley-Interscience
Visited by: 212
Rating/Review: 4.3
ISBN: 0471619779
9780471619772

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Markov decision processes: discrete stochastic dynamic programming

4.3

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Beginner Unordered English

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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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