书目名称 | Markov Decision Processes with Their Applications | 编辑 | Qiying Hu,Wuyi Yue | 视频video | | 概述 | Presents new branches for Markov Decision Processes (MDP).Applies new methodology for MDPs with discounted total reward criterion.Offers new applications of MDPs in areas such as the control of discre | 丛书名称 | Advances in Mechanics and Mathematics | 图书封面 |  | 描述 | .Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters...Markov Decision Processes With Their Applications examines MDPs and their applications in the optimal control of discrete event systems (DESs), optimal replacement, and optimal allocations in sequential online auctions. The book presents four main topics that are used to study optimal control problems: a new methodology for MDPs with discounted total reward criterion; transformation of continuous-time MDPs and semi-Markov decision processes into a discrete-time MDPs model, thereby simplifying the application of MDPs; MDPs in stochastic environments, wh | 出版日期 | Book 2008 | 关键词 | Markov decision process; Observable; Optimal control; decision making problems; decision processes; discr | 版次 | 1 | doi | https://doi.org/10.1007/978-0-387-36951-8 | isbn_softcover | 978-1-4419-4238-8 | isbn_ebook | 978-0-387-36951-8Series ISSN 1571-8689 Series E-ISSN 1876-9896 | issn_series | 1571-8689 | copyright | Springer-Verlag US 2008 |
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