Markov Decision Processes in Practice

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Éditeur :

Springer


Collection :

International Series in Operations Research & Management Science

Paru le : 2017-03-10

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Description
This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach.  The book is divided into six parts. Part 1 is devoted to the state-of-the-art theoretical foundation of MDP, including approximate methods such as policy improvement, successive approximation and infinite state spaces as well as an instructive chapter on Approximate Dynamic Programming. It then continues with five parts of specific and non-exhaustive application areas. Part 2 covers MDP healthcare applications, which includes different screening procedures, appointment scheduling, ambulance scheduling and blood management. Part 3 explores MDP modeling within transportation.  This ranges from public to private transportation, from airports and traffic lights to car parking or charging your electric car . Part 4 contains three chapters that illustrates the structure of approximate policies for  production or manufacturing structures. In Part 5, communications is highlighted as an important application area for MDP. It includes Gittins indices, down-to-earth call centers and wireless sensor networks. Finally Part 6 is dedicated to financial modeling, offering an instructive review to account for financial portfolios and derivatives under proportional transactional costs. The MDP applications in this book illustrate a variety of both standard and non-standard aspects of MDP modeling and its practical use. This book should appeal to readers for practitioning, academic research and educational purposes, with a background in, among others, operations research, mathematics, computer science, and industrial engineering.
Pages
552 pages
Collection
International Series in Operations Research & Management Science
Parution
2017-03-10
Marque
Springer
EAN papier
9783319477640
EAN PDF
9783319477664

Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
55
Taille du fichier
9155 Ko
Prix
283,79 €
EAN EPUB
9783319477664

Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
55
Taille du fichier
5652 Ko
Prix
283,79 €