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...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
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 |