UID:
almafu_9959327483602883
Format:
1 online resource (xiv, 328 pages) :
,
illustrations
Edition:
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
ISBN:
9780470317877
,
0470317876
,
9780470317037
,
0470317035
,
0471161209
,
9780471161202
Content:
A path-breaking account of Markov decision processes-theory and computation. This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others. Stochastic Dynamic Programming and the Co.
Note:
Optimization criteria -- Finite horizon optimization -- Infinite horizon discounted cost optimization -- An inventory model -- Average cost optimization for finite state spaces -- Average cost optimization theory for countable state spaces -- Computation of average cost optimal policies for infinite state spaces -- Optimization under actions at selected epochs -- Average cost optimization of continuous time processes -- Appendices -- Bibliography -- Index.
,
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Additional Edition:
Print version: Sennott, Linn I., 1943- Stochastic dynamic programming and the control of queueing systems. New York : Wiley, ©1999
Language:
English
Subjects:
Mathematics
Keywords:
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470317037
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470317037
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470317037
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