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Record Nr. |
UNINA9910465390503321 |
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Autore |
Piunovskiy A. B |
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Titolo |
Examples in Markov decision processes [[electronic resource] /] / A. B. Piunovskiy |
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Pubbl/distr/stampa |
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London, : Imperial College Press |
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Singapore ; ; Hackensack, NJ, : Distributed by World Scientific Pub., c2013 |
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ISBN |
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1-299-28108-7 |
1-84816-794-6 |
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Descrizione fisica |
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1 online resource (308 p.) |
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Collana |
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Imperial College Press optimization series ; ; v. 2 |
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Disciplina |
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Soggetti |
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Markov processes |
Statistical decision |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 285-290) and index. |
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Nota di contenuto |
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Contents; Preface; 1. Finite-Horizon Models; 1.1 Preliminaries; 1.2 Model Description; 1.3 Dynamic Programming Approach; 1.4 Examples; 1.4.1 Non-transitivity of the correlation; 1.4.2 The more frequently used control is not better; 1.4.3 Voting; 1.4.4 The secretary problem; 1.4.5 Constrained optimization; 1.4.6 Equivalent Markov selectors in non-atomic MDPs; 1.4.7 Strongly equivalent Markov selectors in nonatomic MDPs; 1.4.8 Stock exchange; 1.4.9 Markov or non-Markov strategy? Randomized or not? When is the Bellman principle violated?; 1.4.10 Uniformly optimal, but not optimal strategy |
1.4.11 Martingales and the Bellman principle1.4.12 Conventions on expectation and infinities; 1.4.13 Nowhere-differentiable function vt(x); discontinuous function vt(x); 1.4.14 The non-measurable Bellman function; 1.4.15 No one strategy is uniformly -optimal; 1.4.16 Semi-continuous model; 2. Homogeneous Infinite-Horizon Models: Expected Total Loss; 2.1 Homogeneous Non-discounted Model; 2.2 Examples; 2.2.1 Mixed Strategies; 2.2.2 Multiple solutions to the optimality equation; 2.2.3 Finite model: multiple solutions to the optimality equation; conserving but not equalizing strategy |
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