Simulation-Based Algorithms for Markov Decision Processes

Hyeong Soo Chang

• 13 februari 2007
• 9781846286896

Samenvatting:

Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. This book brings the state-of-the-art research together for the first time. It provides practical modeling methods for many real-world problems with high dimensionality or complexity which have not hitherto been treatable with Markov decision processes.