Examples in Markov Decision Processes.

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Bibliographic Details
Author / Creator:Piunovskiy, A. B.
Imprint:Singapore : World Scientific Publishing Company, 2012.
Description:1 online resource (308 pages)
Series:Imperial College Press Optimization Series ; v. 2
Imperial College Press optimization series.
Subject:Markov processes.
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
Markov processes.
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11175931
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Notes:3.2.3 A non-optimal strategy for which v x solves the optimality equation.
Print version record.
Summary: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.
Other form:Print version: Piunovskiy, A.B. Examples in Markov Decision Processes. Singapore : World Scientific Publishing Company, ©2012 9781848167933
Item Description:3.2.3 A non-optimal strategy for which v x solves the optimality equation.
Physical Description:1 online resource (308 pages)