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Simulation-Based Algorithms for Markov Decision Processes

Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences.  Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dim...

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Bibliographic Details
Main Authors: Chang, Hyeong Soo, Hu, Jiaqiao (Author), Fu, Michael C. (Author), Marcus, Steven I. (Author)
Format: eBook
Language:English
Published: London Springer London 2013, 2013
Edition:2nd ed. 2013
Series:Communications and Control Engineering
Subjects:
Operations Research, Management Science
Operations Research
Management Science
Algorithms
Control And Systems Theory
Control Theory
Probability Theory
Systems Theory, Control
System Theory
Control Engineering
Operations Research And Decision Theory
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Markov Decision Processes
  • Multi-stage Adaptive Sampling Algorithms
  • Population-based Evolutionary Approaches
  • Model Reference Adaptive Search
  • On-line Control Methods via Simulation
  • Game-theoretic Methods via Simulation

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