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Markov decision process
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==Further reading== * {{cite book|first=R. E.|last=Bellman.|title=Dynamic Programming|publisher=Princeton University Press|location=Princeton, NJ|orig-year=1957|edition=Dover paperback |year=2003|isbn=978-0-486-42809-3}} * {{cite book|first=D.|last=Bertsekas|title=Dynamic Programming and Optimal Control|volume=2|publisher=Athena|location=MA|year=1995}} * {{cite book|first=C.|last=Derman|title=Finite state Markovian decision processes|publisher=Academic Press|year=1970}} * {{cite book|editor1-first=E.A.|editor1-last=Feinberg|editor2-first=A.|editor2-last=Shwartz|title=Handbook of Markov Decision Processes|publisher=Kluwer|location=Boston, MA|year=2002|url=https://books.google.com/books?id=TpwKCAAAQBAJ|isbn=9781461508052}} * {{cite book|first1=X.|last1=Guo|first2=O.|last2=Hernández-Lerma|url=https://www.springer.com/mathematics/applications/book/978-3-642-02546-4|title=Continuous-Time Markov Decision Processes|publisher=Springer|year=2009|isbn=9783642025464|series=Stochastic Modelling and Applied Probability}} * {{cite book|first=S. P.|last=Meyn|url=https://netfiles.uiuc.edu/meyn/www/spm_files/CTCN/CTCN.html|archive-url=https://web.archive.org/web/20100619011046/https://netfiles.uiuc.edu/meyn/www/spm_files/CTCN/CTCN.html|archive-date=19 June 2010|title=Control Techniques for Complex Networks|publisher=Cambridge University Press|year=2007|isbn=978-0-521-88441-9}} Appendix contains abridged {{cite web|url=https://netfiles.uiuc.edu/meyn/www/spm_files/book.html|archive-url=https://web.archive.org/web/20121218173202/https://netfiles.uiuc.edu/meyn/www/spm_files/book.html|archive-date=18 December 2012|title=Meyn & Tweedie}} * {{cite book|first=M. L.|last=Puterman.|title=Markov Decision Processes|publisher=Wiley|year=1994}} * {{cite book|first=S. M.|last=Ross|year=1983|title=Introduction to stochastic dynamic programming|publisher=Academic press|url=http://www.deeplearningitalia.com/wp-content/uploads/2018/03/Introduction-to-Stochastic-Dynamic-Programming-Ross.pdf}} * {{cite book|last1=Sutton|first1=R. S.|last2=Barto|first2=A. G.|title=Reinforcement Learning: An Introduction|publisher=The MIT Press|location=Cambridge, MA|year=2017|url=http://incompleteideas.net/sutton/book/the-book-2nd.html}} * {{cite book|first=H.C.|last=Tijms.|title=A First Course in Stochastic Models|publisher=Wiley|year=2003|url=https://books.google.com/books?id=WibF8iVHaiMC|isbn=9780470864289}} [[Category:Optimal decisions]] [[Category:Dynamic programming]] [[Category:Markov processes]] [[Category:Stochastic control]]
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