Markov decision processes [[electronic resource] ] : discrete stochastic dynamic programming / / Martin L. Puterman

• Autore: Puterman Martin L
• Pubblicazione: New York, : John Wiley & Sons, c2005
• Descrizione fisica: 1 online resource (680 p.)
• Disciplina: 519.542
• Soggetto topico: Dynamic programming; Markov processes; Statistical decision
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. 613-642) and index.
• Nota di contenuto: ""Markov Decision Processes""; ""Contents""; ""Preface""; ""1. Introduction""; ""1.1. The Sequential Decision Model""; ""1.2. Inventory Management""; ""1.3. Bus Engine Replacement""; ""1.4. Highway Pavement Maintenance""; ""1.5. Communication Models""; ""1.6. Mate Desertion in Cooper's Hawks""; ""1.7. So Who's Counting""; ""Historical Background""; ""2. Model Formulation""; ""2.1. Problem Definition and Notation""; ""2.1.1. Decision Epochs and Periods""; ""2.1.2. State and Action Sets""; ""2.1.3. Rewards and Transition Probabilities""; ""2.1.4. Decision Rules""; ""2.1.5. Policics"" ; ""2.1.6. Induced Stochastic Processes, Conditional Probabilities, and Expectations""""2.2. A One-Period Markov Decision Problem""; ""2.3. Technical Considerations""; ""2.3.1. The Role of Model Assumptions""; ""2.3.2. The Borel Model""; ""Bibliographic Remarks""; ""Problems""; ""3. Examples""; ""3.1. A Two-State Markov Decision Process""; ""3.2. Single-Product Stochastic Inventory Control""; ""3.2.1. Model Formulation""; ""3.2.2. A Numerical Example""; ""3.3. Deterministic Dynamic Programs""; ""3.3.1. Problem Formulation""; ""3.3.2. Shortest Route and Critical Path Models"" ; ""3.3.3. Sequential Allocation Models""""3.3.4. Constrained Maximum Likelihood Estimation""; ""3.4. Optimal Stopping""; ""3.4.1. Problem Formulation""; ""3.4.2. Selling an Asset""; ""3.4.3. The Secretary Problem""; ""3.4.4. Exercising an Option""; ""3.5. Controlled Discrete-Time Dynamic Systems""; ""3.5.1. Model Formulation""; ""3.5.2. The Inventory Control Model Revisited""; ""3.5.3. Economic Growth Models""; ""3.5.4. Linear Quadratic Control""; ""3.6. Bandit Models""; ""3.6.1. Markov Decision Problem Formulation""; ""3.6.2. Applications""; ""3.6.3. Modifications"" ; ""3.7. Discrete-Time Queueing Systems""""3.7.1. Admission Control""; ""3.7.2. Service Rate Control""; ""Bibliographic Remarks""; ""Problems""; ""4. Finite-Horizon Markov Decision Processes""; ""4.1. Optimality Criteria""; ""4.1.1. Some Preliminaries""; ""4.1.2. The Expected Total Reward Criteria""; ""4.1.3. Optimal Policies""; ""4.2. Finite-Horizon Policy Evaluation""; ""4.3. Optimality Equations and the Principle of Optimality""; ""4.4. Optimality of Deterministic Markov Policies""; ""4.5. Backward Induction""; ""4.6. Examples""; ""4.6.1. The Stochastic Inventory Model"" ; ""4.6.2. Routing Problems""""4.6.3. The Sequential Allocation Model""; ""4.6.4. The Secretary Problem""; ""4.7. Optimality of Monotone Policies""; ""4.7.1. Structured Policies""; ""4.7.2. Superadditive Functions""; ""4.7.3. Optimality of Monotone Policies""; ""4.7.4. A Price Determination Model""; ""4.7.5. An Equipment Rcplaccrnent Model""; ""4.7.6. Monotone Backward Induction""; ""Bibliographic Remarks""; ""Problems""; ""5. Infinite-Horizon Models: Foundations""; ""5.1. The Value of a Policy""; ""5.2. The Expected Total Reward Criterion"" ; ""5.3. The Expected Total Discounted Reward Criterion""
• Sommario/riassunto: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ""This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich di
• Titolo autorizzato: Markov decision processes
• ISBN: 1-118-62587-0; 1-282-30778-9; 9786612307782; 0-470-31688-8; 0-470-31772-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910144693203321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley series in probability and mathematical statistics. . -Applied probability and statistics.