Front cover image for Handbook of Markov decision processes : methods and applications

Handbook of Markov decision processes : methods and applications

1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems.
Print Book, English, ©2002
Kluwer Academic Publishers, Boston, ©2002
viii, 565 pages : illustrations ; 25 cm.
9780792374596, 0792374592
Finite state and action MDPs / Lodewijk Kallenberg
Bias optimality / Mark E. Lewis and Martin L. Puterman
Singular perturbations of Markov Chains and decision processes / Konstantin E. Avrachenkov, Jerzy Filar and Moshe Haviv
Average reward optimization theory for denumerable state spaces / Linn I Sennott
Total reward criteria / Eugene A. Feinberg
Mixed criteria / Eugene A. Feinberg and Adam Shwartz
Blackwell optimality / Arie Hordijk and Alexander A. Yushkevich
The poisson equation for countable Markov Chains: probabilistic methods and interpretations / Armand M. Makowski and Adam Shwartz
Stability, performance evaluation, and optimization / Sean P. Meyn
Convex analytic methods in Markov decision processes / Vivek S. Borkar
The linear programming approach / Ondsimo Herndndez-Lerma and Jean B. Lasserre
Invariant gambling problems and Markov decision processes / Lester E. Dubins, Ashok P. Maitra and William D. Sudderth
Neuro-Dynamic programming: overview and recent trends / Benjamin Van Roy
Markov decision processes in finance and dynamic options / Manfred Schil
Applications of Markov decision processes in communication networks / Eitan Altman
Water reservoir applications of Markov decision processes / Bernard F. Lamond and Abdeslem Boukhtouta