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
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Series Editors E.D. Sontag · M. Thoma · A. Isidori · J.H. van Schuppen
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Simulation-based Algorithms for Markov Decision Processes
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Hyeong Soo Chang Department of Computer Science and Engineering Sogang University Seoul 121-742 Republic of Korea Jiaqiao Hu Department of Applied Mathematics and Statistics State University of New York at Stony Brook Stony Brook NY 11794 USA
Michael C. Fu Smith School of Business and Institute for Systems Research University of Maryland College Park MD 20742 USA Steven I. Marcus Department of Electrical and Computer Engineering and Institute for Systems Research University of Maryland College Park MD 20742 USA
British Library Cataloguing in Publication Data Simulation-based algorithms for Markov decision processes. - (Communications and control engineering) 1. Decision making - Mathematica
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