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Markov Decision Processes
Discrete Stochastic Dynamic Programming
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Format: Paperback / softback
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This book is ideal for advanced-level students, researchers, and professional practitioners in statistics, mathematics, and related sciences seeking an in-depth, unified treatment of Markov decision processes and dynamic programming techniques.
This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
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Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.
This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential. - Zentralblatt fur Mathematik
...it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...
Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes.
- Journal of the American Statistical Association
Series: Wiley Series in Probability and Statistics
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Book Details
INFORMATION
ISBN: 9780471727828
Publisher: John Wiley & Sons Inc
Format: Paperback / softback
Date Published: 25 February 2005
Country: United States
Imprint: Wiley-Interscience
Audience: Professional and scholarly
DIMENSIONS
Spine width: 36.0mm
Width: 155.0mm
Height: 234.0mm
Weight: 948g
Pages: 684
About the Author
Martin L. Puterman, PhD, is Advisory Board Professor of Operations and Director of the Centre for Operations Excellence at The University of British Columbia in Vancouver, Canada.
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