Markov Decision Processes: Discrete Stochastic Dynamic Programming - Couverture rigide

Puterman, M.L.

Couverture rigide

ISBN 10 : 0471619779 ISBN 13 : 9780471619772

Editeur : John Wiley & Sons Inc, 1994

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.

A propos du livre

Présentation de l'éditeur

The Wiley–Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

"This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self–contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential."
Zentralblatt fur Mathematik

". . . it is of great value to advanced–level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic. . . . Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up–to–date, unified, and rigorous treatment of theoretical and computational aspects of discrete–time Markov decision processes."
Journal of the American Statistical Association

Biographie de l'auteur

Martin L. Puterman, PhD, is Advisory Board Professor of Operations and Director of the Centre for Operations Excellence at The University of British Columbia in Vancouver, Canada.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 1994
• Langue: anglais
• ISBN 10: 0471619779
• ISBN 13: 9780471619772
• Reliure: Relié
• Nombre de pages: 672
• Coordonnées du fabricant: non disponible