Markov Decision Processes
Subtitle: Discrete Stochastic Dynamic Programming
Series: Wiley-Interscience Paperback Series
Publisher: Wiley-Interscience
Published: 2005
Place of publication: Hoboken, NJ, USA
Language: eng
Format: Paperback
Number of pages: 680
ISBN-13: 9780471727828
Copyright date: 2005
First sentence: Each day people make many decisions; decisions which have both immediate and long-term consequences.
Table of contents: title: Preface.; title: 1. Introduction.; title: 2. Model Formulation.; title: 3. Examples.; title: 4. Finite-Horizon Markov Decision Processes.; title: 5. Infinite-Horizon Models: Foundations.; title: 6. Discounted Markov Decision Problems.; title: 7. The Expected Total-Reward. Criterion.; title: 8. Average Reward and Related Criteria.; title: 9. The Average Reward Criterion-Multichain and Communicating Models.; title: 10. Sensitive Discount Optimality.; title: 11. Continuous-Time Models.; title: Afterword.; title: Notation.; title: Appendix A. Markov Chains.; title: Appendix B. Semicontinuous Functions.; title: Appendix C. Normed Linear Spaces.; title: Appendix D. Linear Programming.; title: Bibliography.; title: Index.