书目名称 | Handbook of Markov Decision Processes |
副标题 | Methods and Applicat |
编辑 | Eugene A. Feinberg,Adam Shwartz |
视频video | |
丛书名称 | International Series in Operations Research & Management Science |
图书封面 |  |
描述 | Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 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. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make |
出版日期 | Book 2002 |
关键词 | Analysis; Markov Chain; Markov Chains; Markov decision process; Optimization Theory; Stochastic Optimizat |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4615-0805-2 |
isbn_softcover | 978-1-4613-5248-8 |
isbn_ebook | 978-1-4615-0805-2Series ISSN 0884-8289 Series E-ISSN 2214-7934 |
issn_series | 0884-8289 |
copyright | Springer Science+Business Media New York 2002 |