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. |
|---|---|
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Publishing Co.,
℗♭2012.
|
| 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 |
Съдържание:
- 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.