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Markov Decision Processes with Applications to Finance
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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
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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
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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 Decision Processes
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Type: BOOK - Published: 2014-08-28 - Publisher: John Wiley & Sons

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The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and g
Continuous-Time Markov Decision Processes
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Type: BOOK - Published: 2020-11-09 - Publisher: Springer Nature

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This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing sy