Simulation-Based Algorithms For Markov Decision Processes

Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus1846286891, 978-1-84628-689-6, 1846286905, 9781846286902

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. This book brings the state-of-the-art research together for the first time. It provides practical modeling methods for many real-world problems with high dimensionality or complexity which have not hitherto been treatable with Markov decision processes.