Markov decision processes: discrete stochastic dynamic programming

Markov decision processes: discrete stochastic dynamic programming Martin L. Puterman is available to download

Markov decision processes: discrete stochastic dynamic programming Martin L.Markov decision processes: discrete ... Textbook Puterman
Type:	eBook
Released:	1994
Publisher:	Wiley-Interscience
Page Count:	666
Format:	pdf
Language:	English
ISBN-10:	0471619779
ISBN-13:	9780471619772

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.