Téléchargez le livre : Simulation-Based Algorithms for Markov Decision Processes

Simulation-Based Algorithms for Markov Decision Processes

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Éditeur :

Springer


Collection :

Communications and Control Engineering

Paru le : 2013-02-26

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Description
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.
Pages
229 pages
Collection
Communications and Control Engineering
Parution
2013-02-26
Marque
Springer
EAN papier
9781447150213
EAN EPUB
9781447150220
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
22
Taille du fichier
6164 Ko
Prix
94,94 €

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