Markov decision processes: discrete stochastic dynamic programming
Auteur :
Puterman, Martin L.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471727828
Date de publication :
25 févr. 2005
Dimensions :
23,4 x 15,5 x 3,6 cm
Poids :
948 g
Langue :
Anglais
Pays d'origine :
USA
This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.