科研之友
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摘要
In 1976 I was looking for a suitable subject for my PhD thesis. My thesis advisor Arie Hordijk and I found a lot of inspiration in Derman%26apos;s book (Finite state Markovian decision processes, Academic Press, New York, 1970). Since that time I was interested in linear programming methods for Markov decision processes. In this article I will describe some results in this area on the following topics: (1) MDPs with the average reward criterion; (2) additional constraints; (3) applications. These topics are the main elements of Derman%26apos;s book.
- 出版日期2013-9
