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Simulation-Based Algorithms for Markov Decision Processes

CCE: SIM-BASED ALGORITHMS FOR MARKOV DECISION PRCSSES 2

Engineering

Mathematics & Science

Gt Product Group

Binding Format

Marketing Imprint Name

B2B GT

CL Carton Count

Imprint Name

B2B & B2C

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.  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). For these settings, various sampling and population-based algorithms have been developed to overcome the difficulties of computing an optimal solution in terms of a policy and/or value function.  Specific approaches include adaptive sampling, evolutionary policy iteration, evolutionary random policy search, and model reference adaptive search. 
This substantially enlarged new edition reflects the latest developments in novel algorithms and their underpinning theories, and presents an updated account of the topics that have emerged since the publication of the first edition. Includes: 
innovative material on MDPs, both in constrained settings and with uncertain transition properties; 
game-theoretic method for solving MDPs; 
theories for developing roll-out based algorithms; and 
details of approximation stochastic annealing, a population-based on-line simulation-based algorithm. 
The self-contained approach of this book will appeal not only to researchers in MDPs, stochastic modeling, and control, and simulation but will be a valuable source of tuition and reference for students of control and operations research.

POST SECONDARY FOUR YEAR

COLFR

COLJR

COLSO

COLSR

Duration

Duration Unit Of Measure

Transaction Type

Front Cover.
Other Frontmatter.
Title Page.
Copyright Page.
Dedication.
Preface to the 2nd Edition.
Contents.
Selected Notation and Abbreviations.
1: Markov Decision Processes.
2: Multi-stage Adaptive Sampling Algorithms.
3: Population-Based Evolutionary Approaches.
4: Model Reference Adaptive Search.
5: On-Line Control Methods via Simulation.
References.
Index.

Simulation-Based Algorithms for Markov Decision Processes.css-1p8rvzy{position:absolute;padding-left:8px;}

Simulation-Based Algorithms for Markov Decision Processes