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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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Prieto-Rumeau, Tomás
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Singapore ; Hackensack, NJ : Imperial College Press ; Distributed by World Scientific Publishing Co., ©2012.
Colección:Imperial College Press advanced texts in mathematics ; v. 5.
Temas:
Acceso en línea:Texto completo