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Stochastic Models in Operations Research, Vol. II: Stochastic Optimization

D.P. Heyman and M.J. Sobel
Publisher: 
Dover Publications
Publication Date: 
2003
Number of Pages: 
576
Format: 
Paperback
Price: 
29.95
ISBN: 
0486432602
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee considers this book essential for undergraduate mathematics libraries.

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Preface
1. Introduction
Part C.
2. Stochastic Optimization: Prologue
3. Myopic Optimal Policies
4. Markov Decision Processes
5. Generalizations of MDPs
6. Some Computational Considerations for MDPs
7. Other Structural Properties
8. Monotone Optimal Policies
9. Sequential Games
Appendixes. Indexes. 43 Figures. 50 Tables.