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 Markov Decision Processes: Discrete Stochastic Dynamic Programming

 

Published by: WILEY
Author: Puterman, Martin L.
Number of pages: 672
Group: PROGRAMMERS REFERENCE BOOKS
ISBN: 0471619779/9780471619772
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Date Published: May 1994
 RRP £94.50 Save 32%
  Our Price £64.26

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  Book Information

An up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. Concentrates on infinite-horizon discrete-time models. Discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models. Also covers modified policy iteration, multichain models with average reward criterion and sensitive optimality. Features a wealth of figures which illustrate examples and an extensive bibliography.