Markov Decision Processes - Discrete Stochastic Dynamic Programming
Martin L. Puterman(Author)
Wiley (Publisher)
Published on 27. May 2008
Software
Other digital
672 pages
978-0-470-31688-7 (ISBN)
Description
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
" -Journal of the American Statistical Association
More details
Language
English
Place of publication
Hoboken
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Dimensions
Height: 250 mm
Width: 150 mm
Thickness: 15 mm
Weight
666 gr
ISBN-13
978-0-470-31688-7 (9780470316887)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

E-Book
08/2014
Wiley
€120.99
Available for download

E-Book
11/2009
Wiley
€120.99
Available for download
Person
Content
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.