Communications and Control Engineering

Simulation-Based Algorithms for Markov Decision Processes

Steven I. Marcus & Jiaqiao Hu & Michael C. Fu & Hyeong Soo Chang

Communications and Control Engineering: Simulation-Based Algorithms for Markov Decision Processes

arkov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable. In other cases, the system of interest is too complex to allow explicit specification of some of the MDP model parameters, but simulation samples are readily available (e.g., for random transitions and costs).

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Beschrijving Communications and Control Engineering: 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.

ISBN: 9781447150213
Pagina's: 229
Verschenen: 01-01-2013
Serie: Communications and Control Engineering
Rubriek: Taalkunde

Druk: 1
Uitvoering: Hardback
Taal: Engels
Uitgever: Springer London Ltd

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