Markov Decision Processes: Discrete - Hardcover, by Puterman Martin L. - Good

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Book Title
Markov Decision Processes: Discrete Stochastic Dynamic Programmin
ISBN
9780471619772
Kategorie

Über dieses Produkt

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471619779
ISBN-13
9780471619772
eBay Product ID (ePID)
995998

Product Key Features

Number of Pages
672 Pages
Language
English
Publication Name
Markov Decision Processes : Discrete Stochastic Dynamic Programming
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Statistics, Optimization
Publication Year
1994
Type
Textbook
Author
Martin L. Puterman
Subject Area
Mathematics, Business & Economics
Series
Wiley Series in Probability and Statistics Ser.
Format
Hardcover

Dimensions

Item Height
1.4 in
Item Weight
37.7 Oz
Item Length
9.4 in
Item Width
6.3 in

Additional Product Features

Edition Number
1
Intended Audience
Scholarly & Professional
LCCN
93-004420
Dewey Edition
22
Series Volume Number
241
Illustrated
Yes
Dewey Decimal
519.542
Table Of Content
Model Formulation.Examples.Finite-Horizon Markov Decision Processes.Infinite-Horizon Models: Foundations.Discounted Markov Decision Problems.The Expected Total-Reward Criterion.Average Reward and Related Criteria.The Average Reward Criterion_Multichain and Communicating Models.Sensitive Discount Optimality.Continuous-Time Models.Afterword.Notation.Appendices.Bibliography.Index.
Synopsis
A Markov chain is a sequence of events where the probability of each event is dependent on the event immediately preceding it, but independent of earlier events. Models and numerical equations are used to describe the patterns. This process is particularly useful in operations research and decision science for plotting the sequence of actions which will cause a system to perform optimally., 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.
LC Classification Number
QA274.7.P88 1994

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