Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games: ICP Advanced Texts in Mathematics, cartea 05
Autor Tomas Prieto-Rumeau, Onesimo Hernandez-Lermaen Limba Engleză Hardback – 15 mar 2012
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Specificații
ISBN-13: 9781848168480
ISBN-10: 1848168489
Pagini: 279
Dimensiuni: 152 x 229 x 23 mm
Greutate: 0.54 kg
Editura: Imperial College Press
Seria ICP Advanced Texts in Mathematics
ISBN-10: 1848168489
Pagini: 279
Dimensiuni: 152 x 229 x 23 mm
Greutate: 0.54 kg
Editura: Imperial College Press
Seria ICP Advanced Texts in Mathematics
Cuprins
Introduction; Controlled Markov Chains; Basic Optimality Criteria; Policy Iteration and Approximation Theorems; Overtaking, Bias, and Variance Optimality; Sensitive Discount Optimality; Blackwell Optimality; Constrained Controlled Markov Chains; Applications; Zero-Sum Markov Games; Bias and Overtaking Equilibria for Markov Games.