eBook - ePub

Dynamic Probabilistic Systems, Volume II

Name: Dynamic Probabilistic Systems, Volume II
ISBN: 9780486152004

Semi-Markov and Decision Processes

Ronald A. Howard,

576 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Dynamic Probabilistic Systems, Volume II

Semi-Markov and Decision Processes

Ronald A. Howard,

About this book

This book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory.
Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, continues his treatment from Volume I with surveys of the discrete- and continuous-time semi-Markov processes, continuous-time Markov processes, and the optimization procedure of dynamic programming. The final chapter reviews the preceding material, focusing on the decision processes with discussions of decision structure, value and policy iteration, and examples of infinite duration and transient processes. Volume II concludes with an appendix listing the properties of congruent matrix multiplication.

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Yes, you can access Dynamic Probabilistic Systems, Volume II by Ronald A. Howard in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.