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3.0 out of 5 stars High level and good structure, December 4, 2011
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This review is from: Self-Learning Control of Finite Markov Chains (Automation and Control Engineering) (Hardcover)
The book gives a short and complicated introduction to Markov chains. Afterwards, the calibration process of Markov chains is explained using several methods: Lagrange multipliers, penalty function and projection gradient method. The process is explained both for unconstrained and constrained Markov chains. There is also an appendix with the code to implement the algorithms in Matlab.
The book assumes that the reader has a high level of mathemathics and Markov chains. Therefore, do not buy it if you are looking for an introduction.
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Self-Learning Control of Finite Markov Chains (Automation and Control Engineering)
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