SKOLKOVO School of Management

Puterman, Martin L.

Markov decision processes : discrete stochastic dynamic programming / Martin L. Puterman. - New York : Wiley, c1994. - xvii, 649 p. : ill. ; 25 cm. - Wiley series in probability and mathematical statistics. Applied probability and statistics section . - Wiley series in probability and mathematical statistics. Applied probability and statistics. .

"A Wiley-Interscience publication."

Includes bibliographical references (p. 613-642) and index.

0471619779 (acidfree paper)

93004420


Markov processes.
Statistical decision.
Dynamic programming.

QA274.7 / .P88 1994

519.5/42