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Markov Decision Processes: Discrete Stochastic Dynamic Programming - Couverture souple

Puterman, Martin L.

 
9780471727828: Markov Decision Processes: Discrete Stochastic Dynamic Programming

Synopsis

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.

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À propos 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.

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