Table of Contents



Chapter 0.  Introduction

        0.1    E. Feinberg and A. Shwartz
                (download file  tex  dvi  ps  pdf ) code: FS0

Chapter 1.  Finite state and action models
 

1.1    L. Kallenberg: Finite state and action MDPS
            (download file  dvi ps pdf ) code: K

1.2    M. Lewis and M. Puterman: Bias optimality
            (download file  dvi  ps pdf ) code: LP

1.3    K. Avrachenkov, J. Filar, M. Haviv: Singular perturbation of Markov chains and decision processes
            (download file  dvi  ps pdf ) code: AFH

Chapter 2.  Infinite state models
 

2.1    L. Sennott: Average reward MDPs
            (download file  dvi  ps pdf ) code: SE

2.2    E. Feinberg: Total reward criteria
            (download file  dvi  ps pdf ) code: F

2.3    E. Feinberg and A. Shwartz: Mixed criteria
            (download file  dvi  ps pdf ) code: FS

2.4    A. Hordijk and A. Yushkevich: Blackwell optimality
            (download file  dvi  ps pdf ) code: HY

2.5    A.M. Makowski and A. Shwartz: A probabilistic view of the Poisson equation
            (download file  dvi  ps pdf ) code MS

2.6    S. Meyn: Stability, performance evaluation and optimization
            (download file  dvi  ps pdf ) code: M

2.7    V. Borkar:  Convex analytic methods in Markov decision processes
            (download file  dvi  ps pdf ) code: B

2.8    O. Hernandez-Lerma and J. B. Lasserre: The linear programming approach
            (download file  ps  pdf ) code: HL

2.9    L. Dubins, A. Maitra and W. Sudderth: MDPs and gambling
            (download file  dvi  ps pdf )  code: DMS


Chapter 3.  Some Models
 

3.1    B. Van Roy: Neuro-dynamic programming
            (download file  dvi  ps pdf ) code: V

3.2    M. Schal: Markov decision theory in finance and dynamic options
            (download file  dvi  ps pdf ) code: SC

3.3    E. Altman: Telecommunications applications of MDPs
            (download file  dvi  ps pdf ) code: A

3.4    B. Lamond and A. Boukhtouta: Water reservoir applications of MDPs
            (download file dvi  ps pdf ) code: LB