Dynamic programming and Markov decision processes.pdf

文档介绍：Textbook notes of herd management:
Dynamic programming and Markov decision processes
Dina Notat No. 49 August 1996
Anders R. Kristensen1
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1Dina KVL
Dept. of Animal Science and Animal Health
Royal Veterinary and Agricultural University
Bülowsvej 13
DK-1870 Frederiksberg C
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2 Dina Notat No. 49, August 1996
Contents
1. Introduction ................................................... 3
. Historical development ...................................... 3
. Applications in animal production .............................. 4
2. Variability and cyclic production: Markov decision programming ............. 6
. Notation and terminology .................................... 6
. A simple dairy cow replacement model .......................... 6
. Criteria of optimality ....................................... 8
. Finite planning horizon ................................ 8
. Infinite planning horizon ............................... 9
. Optimization techniques in general Markov decision programming ....... 10
. Value iteration ...................................... 10
. The simple dairy model optimized by value iteration ........... 11
. Policy iteration ...................................... 13
. Linear programming .................................. 14
. Discussion and applications .................................. 16
3. The curse of dimensionality: Hierarchic Markov processes .................. 17
. The curse of dimensionality .................................. 17
. Notation and terminology .................................... 19
. Optimization ............................................. 22
. Discussion and applications .................................. 23
. The numeric