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Markov Decision Processes: Discrete Stochastic Dynamic Programming

ISBN: 978-0-471-72782-8
Paperback
684 pages
March 2005
List Price: US $162.25
Government Price: US $107.48
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Preface.

1. Introduction.

2. Model Formulation.

3. Examples.

4. Finite-Horizon Markov Decision Processes.

5. Infinite-Horizon Models: Foundations.

6. Discounted Markov Decision Problems.

7. The Expected Total-Reward. Criterion.

8. Average Reward and Related Criteria.

9. The Average Reward Criterion-Multichain and Communicating Models.

10. Sensitive Discount Optimality.

11. Continuous-Time Models.

Afterword.

Notation.

Appendix A. Markov Chains.

Appendix B. Semicontinuous Functions.

Appendix C. Normed Linear Spaces.

Appendix D. Linear Programming.

Bibliography.

Index.

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