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This monograph is the outgrowth of an Sc.D. thesis submitted to the Department of Electrical Engineering, M.I.T., in June, 1958. It contains most of the results of that document, subsequent extensions, and sufficient introductory material to afford the interested technical reader a complete understanding of the subject matter.
The monograph was stimulated by widespread interest in dynamic programming as a method for the solution of sequential problems. This material has been used as part of a graduate course in systems engineering and operations research offered in the Electrical Engineering Department of M.I.T. As a result, the present text emphasizes above all else clarity of presentation at the graduate level. It is hoped that it will find use both as collateral reading in graduate and advanced undergraduate courses in operations research, and as a reference for professionals who are interested in the Markov process as a system model.
Markov Processes
Markov Processes with Rewards
The Solution of the Sequential Decision Process by Value Iteration
The Policy-Iteration Method for the Solution of Sequential Decision Processes
Use of the Policy-Iteration Method In Problems of Taxicab Operation, Baseball, and Automobile Replacement
The Policy-Iteration Method for Multiple-Chain Processes
The Sequential Decision Process with Discounting
The Continuous-Time Decision Process
A: The Relationship of Transient to Recurrent Behavior