Markov Decision Processes

Discrete Stochastic Dynamic Programming

Martin L. Puterman - Collection Wiley Series in Probability and Statistics

650 pages, parution le 22/04/2005

Ajouter à une liste

Indisponible

Résumé

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

L'auteur - Martin L. Puterman

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

Sommaire

Preface
Introduction
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
Appendix A: Markov Chains
Appendix B: Semicontinuous Functions
Appendix C: Normed Linear Spaces
Appendix D: Linear Programming
Bibliography
Index

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Martin L. Puterman
Collection	Wiley Series in Probability and Statistics
Parution	22/04/2005
Nb. de pages	650
Format	15,5 x 23,5
Couverture	Broché
Poids	858g
Intérieur	Noir et Blanc
EAN13	9780471727828
ISBN13	978-0-471-72782-8