Markov Decision Processes with Their Applications
(Sprache: Englisch)
Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal...
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Klappentext zu „Markov Decision Processes with Their Applications “
Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.
Inhaltsverzeichnis zu „Markov Decision Processes with Their Applications “
- List of Figures- List of Tables
- Preface
- Acknowledgments
1. Introduction
2. Discrete-Time Markov Decision Processes: Total Reward
3. Discrete-Time Markov Decision Processes: Average Criterion
4. Continuous-Time Markov Decision Processes
5. Semi-Markov Decision Processes
6. Markov Decision Processes in Semi-Markov Environments
7. Optimal Control of Discrete Event Systems: I
8. Optimal Control of Discrete Event Systems: II
9. Optimal Replacement Under Stochastic Environments
10. Optimal Allocation in Sequential Online Auctions
- Index
Rezension zu „Markov Decision Processes with Their Applications “
From the reviews:"Markov decision processes (MDPs) are one of the most comprehensively investigated branches in mathematics. ... Very beneficial also are the notes and references at the end of each chapter. ... we can recommend the book ... for readers who are familiar with Markov decision theory and who are interested in a new approach to modelling, investigating and solving complex stochastic dynamic decision problems." (Peter Köchel, Mathematical Reviews, Issue 2009 c)
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