MARKOV decision processes (MDPs) have been studied by mathematicians, probabilists, operation researchers and engineers since the late 1950s. In an MDPs a stochastic, dynamic system is controlled by a 'policy'...MARKOV decision processes (MDPs) have been studied by mathematicians, probabilists, operation researchers and engineers since the late 1950s. In an MDPs a stochastic, dynamic system is controlled by a 'policy' selected by a decision-maker/controller, with the goal of maximizing an overall reward function that is an appropriately defined aggregate of immediate rewards, over either finite or infinite time horizon.As such MDPs are a useful paradigm for modeling many processes occurring naturally in the management and engineering contexts..展开更多
文摘MARKOV decision processes (MDPs) have been studied by mathematicians, probabilists, operation researchers and engineers since the late 1950s. In an MDPs a stochastic, dynamic system is controlled by a 'policy' selected by a decision-maker/controller, with the goal of maximizing an overall reward function that is an appropriately defined aggregate of immediate rewards, over either finite or infinite time horizon.As such MDPs are a useful paradigm for modeling many processes occurring naturally in the management and engineering contexts..
