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MARKOV DECISION PROCESSES
Author(s) -
Wal J.,
Wessels J.
Publication year - 1985
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1985.tb01140.x
Subject(s) - markov chain , markov process , computer science , markov decision process , operations research , management science , econometrics , mathematics , statistics , economics , machine learning
A review is presented of the development over the years of the theory and practical use of Markov decision processes. To this purpose three periods are considered: before 1966, from 1966 till 1972, and after 1973. In all 3 periods there has been some contribution from the Netherlands, but particularly in the last period the research in the Netherlands on the subject has become a major stream. In this review particular emphasis is given to the work which has been done in the Netherlands, but the main line of the paper is determined by the development of the applicability of the available theory.