Markov Decision Processes with Their Applications

Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs,...

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Main Authors: Hu, Qiying, Yue, Wuyi
Format: Book
Language:English
Published: Springer 2017
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Online Access:http://repository.vnu.edu.vn/handle/VNU_123/26523
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Institution: Vietnam National University, Hanoi
Language: English
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spelling oai:112.137.131.14:VNU_123-265232020-06-29T09:17:11Z Markov Decision Processes with Their Applications Hu, Qiying Yue, Wuyi Mathematics and Statistics ; Markov processes; Statistical decision 519.233 Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters. 2017-04-12T02:23:20Z 2017-04-12T02:23:20Z 2008 Book 9780387369501 http://repository.vnu.edu.vn/handle/VNU_123/26523 en 305 p. application/pdf Springer
institution Vietnam National University, Hanoi
building VNU Library & Information Center
country Vietnam
collection VNU Digital Repository
language English
topic Mathematics and Statistics ; Markov processes; Statistical decision
519.233
spellingShingle Mathematics and Statistics ; Markov processes; Statistical decision
519.233
Hu, Qiying
Yue, Wuyi
Markov Decision Processes with Their Applications
description Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters.
format Book
author Hu, Qiying
Yue, Wuyi
author_facet Hu, Qiying
Yue, Wuyi
author_sort Hu, Qiying
title Markov Decision Processes with Their Applications
title_short Markov Decision Processes with Their Applications
title_full Markov Decision Processes with Their Applications
title_fullStr Markov Decision Processes with Their Applications
title_full_unstemmed Markov Decision Processes with Their Applications
title_sort markov decision processes with their applications
publisher Springer
publishDate 2017
url http://repository.vnu.edu.vn/handle/VNU_123/26523
_version_ 1680965790104289280