Simulation-based optimization of Markov reward processes
Cover title. "February 1998."
Other Authors: | Marbach, Peter, 1966- |
---|---|
Language: | eng |
Published: |
Massachusetts Institute of Technology, Laboratory for Information and Decision Systems
2003
|
Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/3466 |
Similar Items
-
Optimal control of noisy finite-state Markov processes
Published: (2002) -
The complexity of Markov decision processes
Published: (2003) -
Optimal sequential vector quantization of Markov sources
Published: (2003) -
Structural decomposition of multiple time scale Markov processes
Published: (2003) -
Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
Published: (2003)