Markov Decision Processes in Practice
This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in whic
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Richard J. Boucherie Nico M. van Dijk Editors
Markov Decision Processes in Practice
International Series in Operations Research & Management Science Volume 248
Series Editor Camille C. Price Stephen F. Austin State University, TX, USA Associate Series Editor Joe Zhu Worcester Polytechnic Institute, MA, USA Founding Series Editor Frederick S. Hillier Stanford University, CA, USA
More information about this series at http://www.springer.com/series/6161
Richard J. Boucherie • Nico M. van Dijk Editors
Markov Decision Processes in Practice
123
Editors Richard J. Boucherie Stochastic Operations Research University of Twente Enschede, The Netherlands
Nico M. van Dijk Stochastic Operations Research University of Twente Enschede, The Netherlands
ISSN 0884-8289 ISSN 2214-7934 (electronic) International Series in Operations Research & Management Science ISBN 978-3-319-47764-0 ISBN 978-3-319-47766-4 (eBook) DOI 10.1007/978-3-319-47766-4 Library of Congress Control Number: 2017932096 © Springer International Publishing AG 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To Carla, Fabian, Daphne, Deirdre, and Dani¨el – Thanks for being there in difficult times, Richard P. Dorreboom and his daughter – for coping with my passions, Nico
Foreword
I had the pleasure of serving as the series editor of this series over its first 20 years (from 1993 through October, 2013). One of the special pleasures of this work was the opportunity to become better acquainted with many of the leading researchers in our field and to learn more about their research. This was especially true in the case of Nico M. van Dijk, who became a friend and overnight gue
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