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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games: ICP Advanced Texts in Mathematics, cartea 05

Autor Tomas Prieto-Rumeau, Onesimo Hernandez-Lerma
en Limba Engleză Hardback – 15 mar 2012
Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control and game models that are easily verifiable (and verified) in practice. It also analyzes algorithmic and computational issues.
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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


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.