Handbook of Markov decision processes : methods and applications ; edited by Eugene A. Feinberg, Adam Shwartz
| Other Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boston :
Kluwer Academic Publishers,
c2002
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| Series: | International series in operations research and management science
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| Subjects: |
Table of Contents:
- Contents: Machine generated contents note: Part I Finite State and Action Models
- 2
- Finite State and Action MDPs
- Lodewijk Kallenberg
- 3
- Bias Optimality
- Mark E. Lewis and Martin L. Puterman
- 4
- Singular Perturbations of Markov Chains and Decision Processes
- Konstantin E. Avrachenkov, Jerzy Filar and Moshe Haviv
- Part II Infinite State Models
- 5
- Average Reward Optimization Theory for Denumerable State Spaces
- Linn I Sennott
- 6
- Total Reward Criteria
- Eugene A. Feinberg
- 7
- Mixed Criteria
- Eugene A. Feinberg and Adam Shwartz
- 8
- Blackwell Optimality
- Arie Hordijk and Alexander A. Yushkevich
- 9
- The Poisson Equation for Countable Markov Chains:
- Probabilistic Methods and Interpretations
- Armand M. Makowski and Adam Shwartz
- 10
- Stability, Performance Evaluation, and Optimization
- Sean P. Meyn
- 11
- Convex Analytic Methods in Markov Decision Processes
- Vivek S. Borkar
- 12
- The Linear Programming Approach
- Ondsimo Herndndez-Lerma and Jean B. Lasserre
- 13
- Invariant Gambling Problems and Markov Decision Processes
- Lester E. Dubins, Ashok P. Maitra and William D. Sudderth
- Part III Applications
- 14
- Neuro-Dynamic Programming: Overview and Recent Trends
- Benjamin Van Roy
- 15
- Markov Decision Processes in Finance and Dynamic Options
- Manfred Schil
- 16
- Applications of Markov Decision Processes in Communication
- Networks
- Eitan Altman
- 17
- Water Reservoir Applications of Markov Decision Processes
- Bernard F. Lamond and Abdeslem Boukhtouta
- Index.