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Examples in Markov Decision Processes.

This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, un...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Piunovskiy, A. B.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific Publishing Company, 2012.
Colección:Imperial College Press optimization series.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such examples illustrate the importance of conditions imposed in the theorems on Markov Decision Processes. Many of the examples are based upon examples published earlier in journal articles or textbooks while several other examples are new. The aim was.
Notas:3.2.3 A non-optimal strategy for which v x solves the optimality equation.
Descripción Física:1 online resource (308 pages)
ISBN:9781848167940
1848167946