Markov Decision Processes with Their Applications

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,...

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Main Authors: Hu, Qiying. (Author, http://id.loc.gov/vocabulary/relators/aut), Yue, Wuyi. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Advances in Mechanics and Mathematics, 14
Subjects:
Online Access:https://doi.org/10.1007/978-0-387-36951-8