Markov Decision Processes Discrete Stochastic Dynamic Programming

ISBN-10: 0471727822

ISBN-13: 9780471727828

Edition: 2nd 1994

List price: $156.00
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Description: 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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Book details

List price: $156.00
Edition: 2nd
Copyright year: 1994
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/3/2005
Binding: Paperback
Pages: 684
Size: 6.00" wide x 9.00" long x 1.50" tall
Weight: 1.782

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.

Model Formulation
Examples
Finite-Horizon Markov Decision Processes
Infinite-Horizon Models: Foundations
Discounted Markov Decision Problems
The Expected Total-Reward Criterion
Average Reward and Related Criteria
The Average Reward Criterion-Multichain and Communicating Models
Sensitive Discount Optimality
Continuous-Time Models
Afterword
Notation
Appendices
Bibliography
Index
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