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...
| Основен автор: | Prieto-Rumeau, Tomas. |
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| Формат: | Електронен |
| Език: | English |
| Публикувано: |
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Publishing Co.,
℗♭2012.
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| Серия: |
Imperial College Press advanced texts in mathematics ;
v. 5. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=457217 |
| Резюме: |
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. |
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| Физически характеристики: |
1 online resource. |
| ISBN: |
9781848168497 1848168497 1848168489 9781848168480 |