Technical Simulation-based Algorithms for Markov Decision Processes (1846286891)

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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. It is well-known that many real-world problems modeled by MDPs have huge state and/or action spaces, leading to the notorious curse of dimensionality that makes practical solution of the resulting models intractable. In other cases, the system of interest is complex enough that it is not feasible to specify some of the MDP model parameters explicitly, but simulation samples are readily available (e.g., for random transitions and costs). For these settings, various sampling and population-based numerical algorithms have been developed recently to overcome the difficulties of computing an optimal solution in terms of a policy and/or value function. Specific approaches include:

• multi-stage adaptive sampling;

• evolutionary policy iteration;

• evolutionary random policy search; and

• model reference adaptive search.

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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 ...
	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (repost) Hyeong Soo Chang, Michael C. Fu , Jiaqiao Hu, Steven I. Marcus, "Simulation-based Algorithms for Markov Decision Processes" Springer \| 2007 \| ISBN: 1846286891 \| 189 pages \| PDF \| 1,7 MB Often, real-world problems modeled by Markov decis ...
	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 ...

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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 ...
	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (repost) Hyeong Soo Chang, Michael C. Fu , Jiaqiao Hu, Steven I. Marcus, "Simulation-based Algorithms for Markov Decision Processes" Springer \| 2007 \| ISBN: 1846286891 \| 189 pages \| PDF \| 1,7 MB Often, real-world problems modeled by Markov decis ...
	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 ...

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