Discrete Stochastic Dynamic Programming
This textbook by Martin L. Puterman offers an integrated and up-to-date approach to Markov decision processes within discrete time. It focuses on infinite-horizon models and also covers finite horizons and continuous-time models with discrete states.
Contents
Markov decision processes and discrete stochastic dynamic programming form the core of this publication. The text includes theoretical frameworks, computational methods, and applications in probability theory and statistics. With more than 600 pages, it features extensive examples, exercises, and comprehensive bibliographies, making it suitable for advanced students and researchers.
Product specifications
- Author: Martin L. Puterman (University of British Columbia)
- Series: Wiley Series in Probability and Statistics
- Publisher: John Wiley & Sons Inc
- Imprint: Wiley-Interscience
- Publication date: 2005-02-25
- Number of pages: 684
- ISBN: 9780471727828
- Subject: Probability and statistics
- BISAC: MATHEMATICS / Probability & Statistics / General
About the author
Martin L. Puterman, PhD, is an Advisory Board Professor of Operations and Director of the Centre for Operations Excellence at the University of British Columbia in Vancouver, Canada.