Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 2: Stochastic Models < Chapter 8

STOCHASTIC MODELS
Edited by D.P. Heyman and M.J. Sobel

CHAPTER 8
Markov Decision Processes
M.L. Puterman

1. Introduction*

2. Problem formulation

3. Examples

4. The finite horizon case

5. Foundations of infinite horizon models

6. Discounted Markov decision problems

7. Undiscounted Markov decision problems - I

8. Undiscounted Markov decision problems - II

9. Semi-Markov decision processes and Markov renewal programming

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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