Selected topics on continuous-time controlled Markov chains and Markov games:
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
c2012
|
| Schriftenreihe: | ICP advanced texts in mathematics
v. 5 |
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown. This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book |
| Beschreibung: | xi, 279 p. ill. (some col.) |
| ISBN: | 9781848168497 |
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| 520 | |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 optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown. This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book | ||
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Datensatz im Suchindex
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| author | Prieto-Rumeau, Tomas |
| author_facet | Prieto-Rumeau, Tomas |
| author_role | aut |
| author_sort | Prieto-Rumeau, Tomas |
| author_variant | t p r tpr |
| building | Verbundindex |
| bvnumber | BV044633524 |
| classification_rvk | SK 820 |
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| 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.BV044633524 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:42Z |
| institution | BVB |
| isbn | 9781848168497 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030031495 |
| oclc_num | 1012692091 |
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| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xi, 279 p. ill. (some col.) |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Imperial College Press |
| record_format | marc |
| series2 | ICP advanced texts in mathematics |
| spelling | Prieto-Rumeau, Tomas Verfasser aut Selected topics on continuous-time controlled Markov chains and Markov games Tomas Prieto-Rumeau, Onesimo Hernandez-Lerma London Imperial College Press c2012 xi, 279 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier ICP 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 optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown. This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book Markov processes Stochastic control theory Hernandez-Lerma, O. Sonstige oth Erscheint auch als Druck-Ausgabe 1848168489 Erscheint auch als Druck-Ausgabe 9781848168480 http://www.worldscientific.com/worldscibooks/10.1142/P829#t=toc Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Prieto-Rumeau, Tomas Selected topics on continuous-time controlled Markov chains and Markov games Markov processes Stochastic control theory |
| 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 Tomas Prieto-Rumeau, Onesimo Hernandez-Lerma |
| title_fullStr | Selected topics on continuous-time controlled Markov chains and Markov games Tomas Prieto-Rumeau, Onesimo Hernandez-Lerma |
| title_full_unstemmed | Selected topics on continuous-time controlled Markov chains and Markov games Tomas Prieto-Rumeau, Onesimo Hernandez-Lerma |
| 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 | Markov processes Stochastic control theory |
| topic_facet | Markov processes Stochastic control theory |
| url | http://www.worldscientific.com/worldscibooks/10.1142/P829#t=toc |
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