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Introduction

  • Jan 1, 2003
  • Eugene A Feinberg +1 more
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Abstract

This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the respective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts of Section 1.2. Most chap- ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science.KeywordsMarkov Decision ProcessReward FunctionStochastic GameOptimality EquationAverage RewardThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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