Markov Decision Processes: Discrete Stochastic Dynamic Programming (Wiley Series in Probability and Statistics)

Puterman Martin, L.:

ISBN 10: 0471619779 / ISBN 13: 9780471619772

Published by John Wiley & Sons Inc, 1994

About this Item

672 Seiten; 9780471619772.3 Gewicht in Gramm: 2.

Seller Inventory # 912870

Bibliographic Details

• Title: Markov Decision Processes: Discrete Stochastic Dynamic Programming (Wiley Series in Probability and Statistics)
• Publisher: John Wiley & Sons Inc
• Publication Date: 1994
• Language: English
• ISBN 10: 0471619779
• ISBN 13: 9780471619772
• Binding: hardcover
• Condition: Gut
• Seller catalogs:
  • Varia

About this title

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. This study provides a unified treatment of the theory, applications and computational methods for Markov decision processes. Important topics featured include action elimination methods, value iteration in the average reward case and sensitive discount optimality.

From the Author

1995 INFORMS Lanchester Prize Recipient

This book received the 1995 INFORMS Lanchester Prize as the best English language publication in operations research. I have used it in my course several times; a course outline is available on my web site. If you have any questions or comments about it please contact me.