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...

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Bibliographische Detailangaben
1. Verfasser: Prieto-Rumeau, Tomás
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: London : Singapore ; Hackensack, NJ : Imperial College Press ; Distributed by World Scientific Publishing Co., ©2012.
Schriftenreihe:Imperial College Press advanced texts in mathematics ; v. 5.
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Online-Zugang: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 o.
Beschreibung:1 online resource (1 online resource)
Bibliographie:Includes bibliographical references (pages 265-274) and index.
ISBN:9781848168497
1848168497
1848168489
9781848168480