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Markov Decision Processes with Applications to Finance
Language: en
Pages: 393
Authors: Nicole Bäuerle
Categories: Mathematics
Type: BOOK - Published: 2011-06-06 - Publisher: Springer Science & Business Media

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The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac
Handbook of Markov Decision Processes
Language: en
Pages: 560
Authors: Eugene A. Feinberg
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a lead
Markov Decision Processes in Practice
Language: en
Pages: 563
Authors: Richard J. Boucherie
Categories: Business & Economics
Type: BOOK - Published: 2017-03-10 - Publisher: Springer

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This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support appro
Markov Chains and Decision Processes for Engineers and Managers
Language: en
Pages: 478
Authors: Theodore J. Sheskin
Categories: Mathematics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

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Recognized as a powerful tool for dealing with uncertainty, Markov modeling can enhance your ability to analyze complex production and service systems. However,
Markov Processes and Applications
Language: en
Pages: 322
Authors: Etienne Pardoux
Categories: Mathematics
Type: BOOK - Published: 2008-11-20 - Publisher: John Wiley & Sons

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"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applicat