Tham khảo Quá trình quyết định Markov

  • R. Bellman. A Markovian Decision Process. Journal of Mathematics and Mechanics 6, 1957.
  • R. E. Bellman. Dynamic Programming. Princeton University Press, Princeton, NJ, 1957. Dover paperback edition (2003), ISBN 0-486-42809-5.
  • Ronald A. Howard Dynamic Programming and Markov Processes, The M.I.T. Press, 1960.
  • D. Bertsekas. Dynamic Programming and Optimal Control. Volume 2, Athena, MA, 1995.
  • Burnetas, A.N. and M. N. Katehakis. "Optimal Adaptive Policies for Markov Decision Processes, Mathematics of Operations Research, 22,(1), 1995.
  • E.A. Feinberg and A. Shwartz (eds.) Handbook of Markov Decision Processes, Kluwer, Boston, MA, 2002.
  • C. Derman. Finite state Markovian decision processes, Academic Press, 1970.
  • M. L. Puterman. Markov Decision Processes. Wiley, 1994.
  • H.C. Tijms. A First Course in Stochastic Models. Wiley, 2003.
  • Sutton, R. S. and Barto A. G. Reinforcement Learning: An Introduction. The MIT Press, Cambridge, MA, 1998.
  • J.A. E. E van Nunen. A set of successive approximation methods for discounted Markovian decision problems. Z. Operations Research, 20:203-208, 1976.
  • S. P. Meyn, 2007. Control Techniques for Complex Networks, Cambridge University Press, 2007. ISBN 978-0-521-88441-9. Appendix contains abridged Meyn & Tweedie.
  • S. M. Ross. 1983. Introduction to stochastic dynamic programming. Academic press
  • X. Guo and O. Hernández-Lerma. Continuous-Time Markov Decision Processes, Springer, 2009.
  • M. L. Puterman and Shin M. C. Modified Policy Iteration Algorithms for Discounted Markov Decision Problems, Management Science 24, 1978.

Tài liệu tham khảo

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