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Markov Decision Processes

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Markov Decision Processes

Markov Decision Processes

Discrete Stochastic Dynamic Programming

- Collection Wiley Series in Probability and Statistics

650 pages, parution le 22/04/2005

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
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Caractéristiques techniques du livre "Markov Decision Processes"

  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

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