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Hyeong Soo Chang, Michael C. Fu , Jiaqiao Hu, Steven I. Marcus, "Simulation-based Algorithms for Markov Decision Processes"

Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. For these settings, various sampling and population-based numerical algorithms for computing an optimal solution in terms of a policy and/or value function have been developed recently. Here, this state-of-the-art research is brought together in a way that makes it accessible to researchers of varying interests and backgrounds. Many specific algorithms, illustrative numerical examples and rigorous theoretical convergence results are provided. The algorithms differ from the successful computational methods for solving MDPs based on neuro-dynamic programming or reinforcement learning. The algorithms can be combined with approximate dynamic programming methods that reduce the size of the state space and ameliorate the effects of dimensionality.

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	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) ===Communications相关链接===[2007/0922][2007/0922][2007/0922][2007/0922][2007/0919]Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) By Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. ...
	Dynamic risk management with Markov decision processes André Philipp Mundt "Dynamic risk management with Markov decision processes " Karlsruhe \| 16.01.2008 \| ISBN: 9783866442009 \| 135 pages \| PDF \| 1,1 Mb [center][center] Mirror: great post Unlocking the secrets of g-spot ori ...
	Science/Engineering Markov Decision Processes: Discrete Stochastic Dynamic Programming Martin L. Puterman, "Markov Decision Processes: Discrete Stochastic Dynamic Programming" Wiley-Interscience \| 1994-04-15 \| ISBN: 0471619779 \| 672 pages \| PDF \| 24,2 MB An up-to-date, unified and rigorous treatment of theoretical, comput ...
	Study Continuous-Time Markov Decision Processes: Theory and Applications Xianping Guo, Onésimo Hernández-Lerma "Continuous-Time Markov Decision Processes: Theory and Applications"Springer \| English \| 2009-10-01 \| ISBN: 3642025463 \| 231 pages \| PDF \| 1,3 MBContinuous-time Markov decision processes (MDPs), also ...
	Continuous-Time Markov Decision Processes: Theory and Applications (repost) Continuous-Time Markov Decision Processes: Theory and Applications Springer \| English \| 2009-10-01 \| ISBN: 3642025463 \| 231 pages \| PDF \| 1,3 MBContinuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are us ...
	Study Markov Decision Processes Markov Decision Processes Publisher: Wiley \| ISBN: 0471936278 \| edition 1993 \| PDF \| 239 pages \| 15,9 mbExamines several fundamentals concerning the manner in which Markov decision problems may be properly formulated and the determination ...

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	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) ===Communications相关链接===[2007/0922][2007/0922][2007/0922][2007/0922][2007/0919]Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) By Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. ...
	Dynamic risk management with Markov decision processes André Philipp Mundt "Dynamic risk management with Markov decision processes " Karlsruhe \| 16.01.2008 \| ISBN: 9783866442009 \| 135 pages \| PDF \| 1,1 Mb [center][center] Mirror: great post Unlocking the secrets of g-spot ori ...
	Science/Engineering Markov Decision Processes: Discrete Stochastic Dynamic Programming Martin L. Puterman, "Markov Decision Processes: Discrete Stochastic Dynamic Programming" Wiley-Interscience \| 1994-04-15 \| ISBN: 0471619779 \| 672 pages \| PDF \| 24,2 MB An up-to-date, unified and rigorous treatment of theoretical, comput ...
	Study Continuous-Time Markov Decision Processes: Theory and Applications Xianping Guo, Onésimo Hernández-Lerma "Continuous-Time Markov Decision Processes: Theory and Applications"Springer \| English \| 2009-10-01 \| ISBN: 3642025463 \| 231 pages \| PDF \| 1,3 MBContinuous-time Markov decision processes (MDPs), also ...
	Continuous-Time Markov Decision Processes: Theory and Applications (repost) Continuous-Time Markov Decision Processes: Theory and Applications Springer \| English \| 2009-10-01 \| ISBN: 3642025463 \| 231 pages \| PDF \| 1,3 MBContinuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are us ...
	Study Markov Decision Processes Markov Decision Processes Publisher: Wiley \| ISBN: 0471936278 \| edition 1993 \| PDF \| 239 pages \| 15,9 mbExamines several fundamentals concerning the manner in which Markov decision problems may be properly formulated and the determination ...

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