Finite State Markovian Decision Processes |
Contents
Some Existence Theorems | 3 |
Computational Example | 15 |
Summary | 19 |
Copyright | |
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a e K₁ A₁ Appendix arbitrary assume backward induction Bellman Bibliographical Remarks Chapter constraints continuous function convex set Corollary defined denote Derman discounted cost criterion dual linear programming dual problem dynamic programming E{wy equality in 13 equations exists expected average cost expected cost expected discounted cost feasible solution finite number given Hence Horizon Problem inventory laws of motion Lemma lim inf Linear Programming Formulations linear programming problem Markov chain Markovian decision process Math maximize method of successive nondecreasing optimal policy optimal solution optimal stopping OR(i P₁ policy improvement iteration policy improvement procedure PR(i PR{Y PR{Y₁ primal problem Proof R₁ R₂ random variables satisfies space Stochastic games stochastic process strict inequality holding successive approximations Suppose takes action transient transition probabilities traveling salesman problem UR(i v₁ Veinott VR(i W₁ Y₁ α Σ Σ Σ ΣΣ