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DOWNLOAD [PDF] {EPUB} Markov decision processes: discrete stochastic dynamic programming

2022.03.04 23:30

Markov decision processes: discrete stochastic dynamic programming. Martin L. Puterman

Markov decision processes: discrete stochastic dynamic programming


Markov-decision-processes-discrete.pdf
ISBN: 9780471619772 | 666 pages | 17 Mb
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Overview

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.

From the Publisher

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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