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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Publishing Co.,
©2012.
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| Colección: | Imperial College Press advanced texts in mathematics ;
v. 5. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource |
| Bibliografía: | Includes bibliographical references (pages 265-274) and index. |
| ISBN: | 9781848168497 1848168497 1848168489 9781848168480 |