Description:Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. For these settings, various sampling and population-based numerical algorithms for computing an optimal solution in terms of a policy and/or value function have been developed recently. Here, this state-of-the-art research is brought together in a way that makes it accessible to researchers of varying interests and backgrounds. Many specific algorithms, illustrative numerical examples and rigorous theoretical convergence results are provided. The algorithms differ from the successful computational methods for solving MDPs based on neuro-dynamic programming or reinforcement learning. The algorithms can be combined with approximate dynamic programming methods that reduce the size of the state space and ameliorate the effects of dimensionality.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Simulation-Based Algorithms for Markov Decision Process. Communications and Control Engineering.. To get started finding Simulation-Based Algorithms for Markov Decision Process. Communications and Control Engineering., you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
202
Format
PDF, EPUB & Kindle Edition
Publisher
Springer
Release
2007
ISBN
1280853581
Simulation-Based Algorithms for Markov Decision Process. Communications and Control Engineering.
Description: Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. For these settings, various sampling and population-based numerical algorithms for computing an optimal solution in terms of a policy and/or value function have been developed recently. Here, this state-of-the-art research is brought together in a way that makes it accessible to researchers of varying interests and backgrounds. Many specific algorithms, illustrative numerical examples and rigorous theoretical convergence results are provided. The algorithms differ from the successful computational methods for solving MDPs based on neuro-dynamic programming or reinforcement learning. The algorithms can be combined with approximate dynamic programming methods that reduce the size of the state space and ameliorate the effects of dimensionality.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Simulation-Based Algorithms for Markov Decision Process. Communications and Control Engineering.. To get started finding Simulation-Based Algorithms for Markov Decision Process. Communications and Control Engineering., you are right to find our website which has a comprehensive collection of manuals listed. Our library is the biggest of these that have literally hundreds of thousands of different products represented.