Markov Decision Processes: Discrete Stochastic Dynamic Programming
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 sensi...more
Published March 1st 2005 by Wiley-Interscience
(first published April 29th 1994)
To see what your friends thought of this book, please sign up.
(showing 1-8 of 8)