Selected topics on continuous-time controlled Markov chains and Markov games:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
©2012
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| Schriftenreihe: | Imperial College Press advanced texts in mathematics
v. 5 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas. An extensive, self-contained, up-to-date analysis of basic o Preface; Contents; 1. Introduction; 1.1 Preliminary examples; 1.1.1 A controlled population system; 1.1.2 A prey-predator game model; 1.2 Overview of the book; 1.3 Contents; 1.4 Notation; 2. Controlled Markov Chains; 2.1 Introduction; 2.2 The control model; 2.3 Existence of controlled Markov chains; 2.4 Exponential ergodicity; 2.5 Proof of Theorem 2.11; 2.6 Conclusions; 3. Basic Optimality Criteria; 3.1 Introduction; 3.2 The finite horizon case; 3.3 The infinite horizon discounted reward; 3.3.1 Definitions; 3.3.2 The discounted reward optimality equation; 3.3.3 The uniformization technique |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 1848168489 1848168497 9781848168480 9781848168497 |
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| 500 | |a This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas. An extensive, self-contained, up-to-date analysis of basic o | ||
| 500 | |a Preface; Contents; 1. Introduction; 1.1 Preliminary examples; 1.1.1 A controlled population system; 1.1.2 A prey-predator game model; 1.2 Overview of the book; 1.3 Contents; 1.4 Notation; 2. Controlled Markov Chains; 2.1 Introduction; 2.2 The control model; 2.3 Existence of controlled Markov chains; 2.4 Exponential ergodicity; 2.5 Proof of Theorem 2.11; 2.6 Conclusions; 3. Basic Optimality Criteria; 3.1 Introduction; 3.2 The finite horizon case; 3.3 The infinite horizon discounted reward; 3.3.1 Definitions; 3.3.2 The discounted reward optimality equation; 3.3.3 The uniformization technique | ||
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / Stochastic Processes |2 bisacsh | |
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Datensatz im Suchindex
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| author | Prieto-Rumeau, Tomás |
| author_facet | Prieto-Rumeau, Tomás |
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| ctrlnum | (OCoLC)794306954 (DE-599)BVBBV043088384 |
| dewey-full | 519.233 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.233 |
| dewey-search | 519.233 |
| dewey-sort | 3519.233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV043088384 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:17:04Z |
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| series2 | Imperial College Press advanced texts in mathematics |
| spelling | Prieto-Rumeau, Tomás Verfasser aut Selected topics on continuous-time controlled Markov chains and Markov games London Imperial College Press ©2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Imperial College Press advanced texts in mathematics v. 5 This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas. An extensive, self-contained, up-to-date analysis of basic o Preface; Contents; 1. Introduction; 1.1 Preliminary examples; 1.1.1 A controlled population system; 1.1.2 A prey-predator game model; 1.2 Overview of the book; 1.3 Contents; 1.4 Notation; 2. Controlled Markov Chains; 2.1 Introduction; 2.2 The control model; 2.3 Existence of controlled Markov chains; 2.4 Exponential ergodicity; 2.5 Proof of Theorem 2.11; 2.6 Conclusions; 3. Basic Optimality Criteria; 3.1 Introduction; 3.2 The finite horizon case; 3.3 The infinite horizon discounted reward; 3.3.1 Definitions; 3.3.2 The discounted reward optimality equation; 3.3.3 The uniformization technique MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Markov processes fast Stochastic processes fast Markov processes Stochastic processes http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=457217 Aggregator Volltext |
| spellingShingle | Prieto-Rumeau, Tomás Selected topics on continuous-time controlled Markov chains and Markov games MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Markov processes fast Stochastic processes fast Markov processes Stochastic processes |
| title | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_auth | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_exact_search | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_full | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_fullStr | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_full_unstemmed | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_short | Selected topics on continuous-time controlled Markov chains and Markov games |
| title_sort | selected topics on continuous time controlled markov chains and markov games |
| topic | MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Markov processes fast Stochastic processes fast Markov processes Stochastic processes |
| topic_facet | MATHEMATICS / Probability & Statistics / Stochastic Processes Markov processes Stochastic processes |
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