Simulation-Based Algorithms for Markov Decision Processes

Language: English

Published by Springer, Springer Mär 2013, 2013

144715021X / 9781447150213

Series: Book 26 of 65 - Communications and Control Engineering

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This item is printed on demand - Print on Demand Titel. Neuware -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; anddetails 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 248 pp. Englisch.…

Seller Inventory # 9781447150213

Title
Simulation-Based Algorithms for Markov Decision Processes
Author
Hyeong Soo Chang
Publisher
Springer, Springer Mär 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
144715021X
ISBN 13
9781447150213
Edition
2nd Edition
Item weight
541 grams
Dimensions
241x160x19 mm
Series
Book 26 of 65: Communications and Control Engineering

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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