This text is based on a course given for PhD systems engineers at the University of Virginia in 1987. The appraoch, and level of mathematics used, is intended for the mathematically-minded postrgraduate students in such areas as systems engineering, indudtrial engineering, management science and operations research, and for final-year mathematicians and statisticians. It is not intended to be a research reference text, although reference is given to some key texts and papers for those wishing to pursue research in this area. It is intended as a basic text, covering some of the fundamentals involved in the manner in which Markov decision problems may be properly formulated and solutions, or properties of such solutions, determined.
A General Framework for Markov Decision Processes.
Linear Programming Formulations for Markov Decision Processes.
Semi-Markov Decision Processes.
Partially Observable and Adaptive Markov Decision Processes.
Further Aspects of Markov Decision Processes.
Some Markov Decision Process Problems, Formulations and Optimality Equations.
Solutions to Exercises.
Tertiary; University or College
Number Of Pages: 238
Published: 8th April 1993
Country of Publication: GB
Dimensions (cm): 23.6 x 15.5
Weight (kg): 0.41
Edition Number: 1