4. Finite-Horizon Markov Decision Processes

  1. Martin L. Puterman

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316887.ch4

Markov Decision Processes: Discrete Stochastic Dynamic Programming

Markov Decision Processes: Discrete Stochastic Dynamic Programming

How to Cite

Puterman, M. L. (1994) Finite-Horizon Markov Decision Processes, in Markov Decision Processes: Discrete Stochastic Dynamic Programming, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316887.ch4

Author Information

  1. University of British Columbia

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 15 APR 1994

ISBN Information

Print ISBN: 9780471619772

Online ISBN: 9780470316887

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Keywords:

  • Markov decision processes;
  • optimality equations;
  • decision epoch;
  • decision maker;
  • randomized history-dependent policy

Summary

The prelims comprise:

  • Optimality Criteria

  • Finite-Horizon Policy Evaluation

  • Optimality Equations and the Principle of Optimality

  • Optimality of Deterministic Markov Policies

  • Backward Induction

  • Examples

  • Optimality of Monotone Policies