Simulation-based Algorithms for Markov Decision Processes - Hyeong Soo Chang,Steven I. Marcus,Michael C. Fu,Jiaqiao Hu
-20% with code BOOKS
Shipping in 10-16 days
30-day return policy
Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. For these settings, various sampling and population-based numerical algorithms for computing an optimal solution in terms of a policy and/or value ... Full description
You May Also Like
TOP
The Demon-Haunted World: Science as a Candle in the Dark
-20% with code BOOKS
In stock at our supplier
TOP
Many Faces, One Purpose: A Managers Handbook on Women in Firefighting
U. S. Fire Administration, Homeland Security
-20% with code BOOKS
Out of stock
TOP
The Gulf Moment: Arab Relations Since 2011
Florence Gaub, U. S. Army War College, Strategic Studies Institute
-20% with code BOOKS
Out of stock
TOP
Medizinisches Englisch pocket
-20% with code BOOKS
In stock at our supplier
TOP
Introduction to Algorithms
Ronald L. Rivest, Charles E. Leiserson, Clifford Stein, Thomas H. Cormen
-20% with code BOOKS
In stock at our supplier
TOP
Thinking in Systems: International Bestseller
-20% with code BOOKS
In stock at our supplier
TOP
Integrating Special Forces and the ATLAS Network: A Theoretical Framework for Strategic Security Cooperation in Europe
-20% with code BOOKS
In stock at our supplier
TOP
The Code Book: The Science of Secrecy from Ancient Egypt to Quantum Cryptography
-20% with code BOOKS
In stock at our supplier
TOP
101 Things I Learned in Architecture School
-20% with code BOOKS
In stock at our supplier
TOP
Skin in the Game: Hidden Asymmetries in Daily Life
-20% with code BOOKS
In stock at our supplier
TOP
Dinosaurs and Prehistoric Life: The Definitive Visual Guide to Prehistoric Animals
-20% with code BOOKS
In stock at our supplier
TOP
International Economics: Theory and Policy, Global Edition
Paul Krugman, Maurice Obstfeld, Marc Melitz
-20% with code BOOKS
In stock at our supplier
TOP
The Unaccountability Machine: Why Big Systems Make Terrible Decisions
-20% with code BOOKS
In stock at our supplier
TOP
Nudge: Improving Decisions About Health, Wealth and Happiness
Cass R Sunstein, Richard H. Thaler
-20% with code BOOKS
In stock
TOP
Crossing Borders: About the birth of the Consortium of European Research Libraries, the organisation's early years and its path to maturity, spanning the period from the late twentieth century to the first decades of the twenty-first century
-20% with code BOOKS
In stock at our supplier
TOP
Cybernetics: Second Edition: Or the Control and Communication in the Animal and the Machine
-20% with code BOOKS
In stock at our supplier
TOP
The Dictionary of Obscure Sorrows
-20% with code BOOKS
In stock at our supplier
TOP
Einhundert Zitate Female Edition: Ein Postkartenbuch mit 100 Zitaten
-20% with code BOOKS
In stock at our supplier
Description
Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. For these settings, various sampling and population-based numerical algorithms for computing an optimal solution in terms of a policy and/or value function have been developed recently. Here, this state-of-the-art research is brought together in a way that makes it accessible to researchers of varying interests and backgrounds. Many specific algorithms, illustrative numerical examples and rigorous theoretical convergence results are provided. The algorithms differ from the successful computational methods for solving MDPs based on neuro-dynamic programming or reinforcement learning. The algorithms can be combined with approximate dynamic programming methods that reduce the size of the state space and ameliorate the effects of dimensionality.
More Information
| Author | Hyeong Soo Chang, Steven I. Marcus, Michael C. Fu, Jiaqiao Hu |
|---|---|
| Publisher | Springer London |
| Series | Communications and Control Engineering |
| Release year | 2010 |
| Cover type | Softcover |
| EAN | 9781849966436 |