AI 新聞與投資
數據模型與決策管理科學篇(原書第11版)

第17章 馬爾可夫過程

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Bharucha-Reid, A. T. Elements of the Theory of Markov Processes and Their Applicarions. Dover, 1997. Bhat, U. N. Elements of Applied Stochastic Processes, 2d ed. Wiley, 1984. Filar, J. A., and K. Vrieze. Competitive Markov Decision Processes. Springer-Verlag, 1996. Norris, J. Markov Chains. Cambridge, 1997.

Bellman, R. E. Dynamic Programming and Modern Control. Academic Press, 1966. Bertsckas, D. P. Dynamic Programing and Optimal Control. vols. 1 and 2. Athena Scientific, 1995. Dreyfus. S. E. The Art and Theory of Dynamic Programming. Academic Press, 1977. Nemhauser, G. L. Introduction to Dynamic Programming. Wiey, 1966.

498 資料、模型與決策:管理科學篇附錄D 問題的答案