0.1 E. Feinberg and A. Shwartz
(download file
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code: FS0
Chapter 1.
Finite state and action models
1.1 L. Kallenberg: Finite state and action MDPS
(download file dvi ps pdf ) code: K1.2 M. Lewis and M. Puterman: Bias optimality
(download file dvi ps pdf ) code: LP1.3 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: SE2.2 E. Feinberg: Total reward criteria
(download file dvi ps pdf ) code: F2.3 E. Feinberg and A. Shwartz: Mixed criteria
(download file dvi ps pdf ) code: FS2.4 A. Hordijk and A. Yushkevich: Blackwell optimality
(download file dvi ps pdf ) code: HY2.5 A.M. Makowski and A. Shwartz: A probabilistic view of the Poisson equation
(download file dvi ps pdf ) code MS2.6 S. Meyn: Stability, performance evaluation and optimization
(download file dvi ps pdf ) code: M2.7 V. Borkar: Convex analytic methods in Markov decision processes
(download file dvi ps pdf ) code: B2.8 O. Hernandez-Lerma and J. B. Lasserre: The linear programming approach
(download file ps pdf ) code: HL2.9 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: V3.2 M. Schal: Markov decision theory in finance and dynamic options
(download file dvi ps pdf ) code: SC3.3 E. Altman: Telecommunications applications of MDPs
(download file dvi ps pdf ) code: A3.4 B. Lamond and A. Boukhtouta: Water reservoir applications of MDPs
(download file dvi ps pdf ) code: LB