Introduction to Markov Decision Processes
Warren B. Powell
Abstract
Warren B. Powell
Abstract
This chapter contains sections titled: The Optimality Equations Finite Horizon Problems Infinite Horizon Problems Value Iteration Policy Iteration Hybrid Value-Policy Iteration Average Reward Dynamic Programming The Linear Programming Method for Dynamic Programs Monotone Policies* Why Does It Work?** Bibliographic Notes Problems
OpenAlex reports 22 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
This chapter contains sections titled: The Optimality Equations Finite Horizon Problems Infinite Horizon Problems Value Iteration Policy Iteration Hybrid Value-Policy Iteration Average Reward Dynamic Programming The Linear Programming Method for Dynamic Programs Monotone Policies* Why Does It Work?** Bibliographic Notes Problems
Key concepts: Markov decision process, Dynamic programming, Monotone polygon, Mathematical optimization, Value (mathematics), Horizon, Computer science, Mathematical economics