A path-breaking account of Markov decision processes-theory and computation This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course t
Stochastic Dynamic Programming and the Control of Queueing Systems
โ Scribed by Linn I. Sennott
- Publisher
- Wiley-Interscience
- Year
- 1998
- Tongue
- English
- Leaves
- 361
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
I have read other books of "Stochastic Processes" by Ross,"Introduction to Stochastic Processes" by Stone.Certainly this book is a good one to span you knowledge.Largely it covers Queueing Systems in the later part,but a really really nice introduction to the terms necessary.
If you are familiar to these terms of Stochastic Processes i would highly recommend it.If not so,even then first 4 chapters talk abt finite and infinte horizon optimization,introduces you to other necessary terms.And then just go go go.
The FTP site of the publisher lets you download the pascal programmes so that u can run them and test them for your own purpose.
The problems at the end of the each chapter is the best way to test your learnt knowledge,they are little bit mind teasers(I felt so).
OverAll a good book for those who are comfortable with LOTS of equations and Probablity.
๐ SIMILAR VOLUMES
<p><P>Over the past decades, although stochastic system control has been studied intensively within the field of control engineering, all the modelling and control strategies developed so far have concentrated on the performance of one or two output properties of the system, such as minimum-variance