Handbook of Markov decision processes : methods and applications
Handbook of Markov decision processes : methods and applications
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发表时间：
2002
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通讯作者：
E. Feinberg;A. Shwartz
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作者：
E. Feinberg;A. Shwartz
1.导言Feinberg，A.史瓦兹第一部分：有限状态和行动模型。2.有限状态和动作MDP L。卡伦伯格3.偏倚最优性M.E.刘易斯，M.L.普特曼4.马氏链的奇摄动与决策过程。Avrachenkov等人，第二部分：无限状态模型。5.可数状态空间的平均报酬优化理论。Sennott 6.总奖励标准E.A.范伯格7.混合标准Feinberg，A.史瓦兹8.布莱克威尔最优性Hordijk，A.A.尤什克维奇9.可数马尔可夫链的泊松方程：概率方法和解释。史瓦兹10.稳定性、性能评价和优化S. P. Meyn。11.马尔可夫决策过程中的凸分析方法。博卡12.线性规划方法O。Hernandel-Lerma，J.B.拉瑟尔。13.不变赌博问题和马尔可夫决策过程。Dubins，et al. Part III：Applications. 14.神经动态规划：概述和最近的趋势B。货车罗伊。15.金融中的马尔可夫决策过程与动态期权M。沙尔16.马尔可夫决策过程在通信网络中的应用。阿尔特曼17.马尔可夫决策过程在水库中的应用。Lamond，A.布克图塔指数.
1. Introduction E.A. Feinberg, A. Shwartz. Part I: Finite State and Action Models. 2. Finite State and Action MDPs L. Kallenberg. 3. Bias Optimality M.E. Lewis, M.L. Puterman. 4. Singular Perturbations of Markov Chains and Decision Processes K.E. Avrachenkov, et al. Part II: Infinite State Models. 5. Average Reward Optimization Theory for Denumerable State Spaces L.I. Sennott. 6. Total Reward Criteria E.A. Feinberg. 7. Mixed Criteria E.A. Feinberg, A. Shwartz. 8. Blackwell Optimality A. Hordijk, A.A. Yushkevich. 9. The Poisson Equation for Countable Markov Chains: Probabilistic Methods and Interpretations A.M. Makowski, A. Shwartz. 10. Stability, Performance Evaluation, and Optimization S.P. Meyn. 11. Convex Analytic Methods in Markov Decision Processes V.S. Borkar. 12. The Linear Programming Approach O. Hernandez-Lerma, J.B. Lasserre. 13. Invariant Gambling Problems and Markov Decision Processes L.E. Dubins, et al. Part III: Applications. 14. Neuro-Dynamic Programming: Overview and Recent Trends B. Van Roy. 15. Markov Decision Processes in Finance and Dynamic Options M. Schal. 16. Applications of Markov Decision Processes in Communication Networks E. Altman. 17. Water Reservoir Applications of Markov Decision Processes B.F. Lamond, A. Boukhtouta. Index.