Simulation-Based Optimization pp 133-210 | Cite as
Control Optimization with Stochastic Dynamic Programming
Chapter
Abstract
This chapter focuses on a problem of control optimization — namely, the Markov decision problem. Our discussions will be at a very elementary level, and we will not attempt to prove any theorems.
Keywords
Transition Probability Matrix Stochastic Game Bellman Equation Policy Iteration Average Reward
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Copyright information
© Springer Science+Business Media New York 2003