Markov Decision Processes: Discrete Stochastic Dynamic Programming
Copyright © 2005 John Wiley & Sons, Inc.
Author(s): Martin L. Puterman
Published Online: 27 MAY 2008
Print ISBN: 9780471619772
Online ISBN: 9780470316887
Book Series: Wiley Series in Probability and Statistics
About this Book
About The Product
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.