Handbook of Markov decision processes : methods and applications

摘要: 1. Introduction E.A. Feinberg, A. Shwartz. Part I: Finite State and Action Models. 2. MDPs L. Kallenberg. 3. Bias Optimality M.E. Lewis, M.L. Puterman. 4. Singular Perturbations of Markov Chains Decision Processes K.E. Avrachenkov, et al. II: Infinite 5. Average Reward Optimization Theory for Denumerable Spaces L.I. Sennott. 6. Total Criteria Feinberg. 7. Mixed 8. Blackwell Hordijk, A.A. Yushkevich. 9. The Poisson Equation Countable Chains: Probabilistic Methods Interpretations A.M. Makowski, 10. Stability, Performance Evaluation, S.P. Meyn. 11. Convex Analytic in V.S. Borkar. 12. Linear Programming Approach O. Hernandez-Lerma, J.B. Lasserre. 13. Invariant Gambling Problems L.E. Dubins, III: Applications. 14. Neuro-Dynamic Programming: Overview Recent Trends B. Van Roy. 15. Finance Dynamic Options M. Schal. 16. Applications Communication Networks E. Altman. 17. Water Reservoir B.F. Lamond, Boukhtouta. Index.